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Securitisation is not dead

Securitisation is not dead

By Michael Heise, chief economist Allianz Group/Dresdner Bank

Selling short

Selling short

Euromoney's coverage of past short selling regulations and questionable events is worth a look today

May 2006

May 2006

On the trail of investment opportunities in the Wild East

Euromoney May 2006

Central Asia, a stronghold for dictators, poverty and corruption, doesn’t at first glance seem to offer fertile ground for high investment returns. But this is precisely what some of the region’s more intrepid investors hope to find and profit from. Kathryn Wells spends a week on the road with two hedge fund managers, on the lookout for opportunities on this new frontier.

Investment banking

How JPMorgan survived the loss of a generation

Euromoney May 2006

JPMorgan Chase CEO Jamie Dimon wants a clear, new structure for the bank, without personal fiefdoms and superstars. But what does this mean for one of its most important franchises – the structured credit business that JPMorgan once dominated – now in the hands of a new generation of managers? Alex Chambers reports.

Saudi Arabia

Stock market crash obscures Saudi boom

Euromoney May 2006

The authorities of Saudi Arabia have used the stock market to redistribute wealth, but in doing so they helped inflate a bubble. The inevitable crash has aroused some discontent. Rather then rushing to bail the market out, policymakers should use the sell-off as a spur to force out the manipulators and build a sounder infrastructure by forging ahead with privatization, licensing new investment banks and brokers and fostering institutional asset management. The pain of the sell-off will eventually pass, because Saudi Arabia is booming.

Saudi projects lure the big players

Euromoney May 2006

International banks have been encouraged to re-enter the Saudi project finance market with big-ticket deals backed by a relatively healthy risk environment and more solid financial guarantees than in the past. Nigel Dudley reports.

Foreign exchange

FX Poll 2006: Worlds Largest FX banks by market share

Euromoney May 2006

The most representative annual FX poll that Euromoney has ever conducted examines a market in which technology shapes the present and the future, and the buy side is unwilling to break the bank when buying services. In a growing market that demands huge expenditure and promises little return, banks have to position themselves well to stay in the game. Florian Neuhof reports.

Does FX need best-execution regulations?

Euromoney May 2006

Ever decreasing spreads and soaring volumes suggest that there is nothing wrong with the huge global foreign exchange market. However, many leading market participants are starting to worry about the possible imposition of best-execution regulations.

Debate

Debate: The pros and cons of algorithmic trading

Euromoney May 2006

It´s the new Big Bang in equity trading. As research and execution are unbundled, and as clients increasingly access markets directly, brokers need to find new ways to keep their institutional clients. Algorithmic trading is one way. It cuts execution costs, adds alpha and gives the creative brokers – those able to design flexible, customized algorithms – a new way to keep in the execution business, for now.

Capital markets

Bespoke convertibles make a comeback

Euromoney May 2006

After a few years of dormancy, convertible bond issuance in emerging Europe and the Middle East is picking up again. A few innovative and highly structured deals have priced this year and bankers are confident of more transactions. Sudip Roy reports on factors driving the activity and the types of investors involved.

Turkey

Turkey’s banks put M&A centre stage

Euromoney May 2006

The enormous growth potential of the Turkish banking sector is attracting a lot of attention but the mortgage business, one of the industry’s biggest attractions, is suffering from profit shortfalls because of a lack of well-matched funding opportunities. Covered bond issuance and the imminent reawakening of the Turkish lira corporate bond market could provide a much-needed boost. Peter Koh reports.

Corporates

CEE Company ranking 2006: Home-grown state success stories

Euromoney May 2006

The rush of foreign investment into central and eastern Europe has undoubtedly improved standards of corporate governance. But the results of this year’s Euromoney survey of the best companies in the region reveal that some state-owned companies that might prove difficult to acquire also rate highly for their management standards. Lawrence White reports.

Russia

Russia wrestles with transparency requirements

Euromoney May 2006

Russian companies are not renowned for adherence to international standards in corporate governance but several from the Russian Federation are looking to list their stock domestically and abroad. How are these companies dealing with the standards demanded by international investors? Kathryn Wells reports.

Red Star bets on tougher times ahead

Euromoney May 2006

The managers of a new equity fund say the big re-rating of Russia is over. It is time for a new type of fund that can prosper in a downturn, they argue. Julian Evans reports.

Romania

Romanian banking: What a difference three years make

Euromoney May 2006

Three years ago, the Romanian government had to admit defeat in its plans to privatize Banca Comerciala Romana, the country’s largest bank. By last autumn, though, when bidding was reopened, nine banks submitted bids and the bank was eventually sold at 5.8 times book value – a record at that time in central Europe. So what changed?

Central Europe

Erste insists the CEE party is not over

Euromoney May 2006

While some analysts worry about the Austrian bank’s effect on prices in central and eastern Europe, others have a great deal of confidence in CEO Andreas Treichl and his X factor. Julian Evans reports.

Croatia

Croats seek funds close to home

Euromoney May 2006

With EU accession for Croatia still a few years away, the country’s financial authorities are focusing their attention on developing the local bond market. Oonagh Leighton reports.

Serbia

Serbian banks battle for market share

Euromoney May 2006

Foreign and local banks are preparing for intense competition to win market share in one of Europe’s fastest-growing financial sectors. Those not already in the field are likely to find this an expensive business. Nick Saywell reports.

Serbian banking thrives on return of confidence

Euromoney May 2006

Radoslav Jelasic, governor of the National Bank of Serbia, tells Nick Saywell about the challenges facing his country’s banking industry as levels of foreign ownership rise. The main issues now are transparency and supervision rather than solvency and liquidity.

Kazakhstan

Kazakhstan sets its sights on regional role

Euromoney May 2006

The Kazakh authorities would like to establish Almaty as a regional financial centre but further reform and market development is necessary first. Patrick Gill reports.

Project finance takes shape in Kazakhstan

Euromoney May 2006

The central Asian republic may still be developing suitable funding channels, but a pick-up in deals is expected, given an economy that continues to grow and an appropriate legal framework. Patrick Gill reports.

Debate

Debate: Hybrids make an impact

Euromoney May 2006

Hybrid structured products – cross-asset-class investments – are finally starting to make a significant impact with investors. Banks report increasing demand from those looking to trade several market views via a single instrument to instantly reap the benefits of portfolio diversification. But with increasing sales come new challenges, such as the pricing of correlation. How are hybrid structured product makers faring?

Asia

Foreigners breach Asia’s final banking frontier

Euromoney May 2006

It’s Vietnam, but not as we’ve known it. The country’s financial markets have promised much in the past and delivered little but disappointment. Reforms are now for real and initially most apparent in the banks. Significant opportunities are there for the taking. Chris Leahy reports.

Vietnam’s frontier fund managers

Euromoney May 2006

Vietnam’s first flirtation with western fund management ended in an embarrassing exit for all but the die-hard few. Now that money is queuing to get in again, those who stuck it out through the downturn advise caution. Chris Leahy reports.

Book review

Werner Seifert book review: A comic-book tale of good versus evil

Euromoney May 2006

After having been unseated as CEO of Deutsche Börse by hedge funds, Werner Seifert has concluded that the hectic race for alpha will destroy capitalism. Euromoney looks at Seifert’s passionate espousal of good old corporate values.

Debt markets news & analysis

Covered bonds: WaMu ponders pioneering role

Euromoney May 2006

(May 2006) It is early days but US issuers are seriously considering covered bond issuance. There are economic and regulatory reasons why this makes sense.

BNPP recasts its credit analysis

Euromoney May 2006

BNP Paribas has topped the investment grade section of the Euromoney credit research poll for the past three years but this success has not stood in the way of a shift to a new research model.

Hybrids: NAIC resolution some way off

Euromoney May 2006

Will US issuers start to look at Europe’s institutional markets?

Debt round up: ResCap pays back domestic sub debt early

Euromoney May 2006

ResCap was able to pay back its domestic debt owed to GMAC ahead of market expectations following a $3.5 billion multi-tranche transaction ($1 billion of three-year sub, and $2.5 billion of senior – split into $1.75 billion of seven-year and $750 million of three-year).

Debt round up: Lehman syndicate shift

Euromoney May 2006

FIG Watch

FIG Watch: Kensington proves the value in non-conformity

Euromoney May 2006

UK non-conforming mortgage lender Kensington Mortgages has shown how well the monoline, securitization-funded business model can work. Group treasurer Mark Wilten tells Louise Bowman why its risk profile has moved away from sub-prime lending and denies that the company is for sale, despite persistent rumours to the contrary.

Structured credit news & analysis

Asset-backed securities: Funds list to ease first-loss sales

Euromoney May 2006

Structured credit investors rushing to list residual income funds need the capacity to accurately price this esoteric risk.

Real estate: Prepayments require patience

Euromoney May 2006

Investors will have to wait for deals to burn out before prepayments in European CMBS transactions begin to ease.

Public sector securitization: Esoteric risks tax investor appetite

Euromoney May 2006

More challenging asset classes will require a different approach to Italian public sector risk.

Valuation models: The value of number crunching

Euromoney May 2006

New valuation models have underscored the need for accurate mark-to-market pricing for credit derivatives.

SC round up: German TSI boosted by Dresdner deal

Euromoney May 2006

Germany’s True Sale Initiative received some much-needed publicity last month when the first CLO to be structured under the programme emerged from Dresdner Bank.

SC round up: Saudi Arabia pioneers regional RMBS

Euromoney May 2006

News of the first RMBS transaction out of Saudi Arabia has focused attention on the potential for real estate-backed issuance from the region.

People & markets: All change in European ABS

Euromoney May 2006

In recent weeks significant moves have taken place in the higher echelons of European structured finance.

Equity markets news & analysis

NYSE cuts it close

Euromoney May 2006

The New York Stock Exchange needs to have its hybrid system ready before Reg NMS takes effect but it has only just completed Phase I. It might not have too much to worry about, though, as many other market participants are unprepared and a delay is widely expected.

Corporates cosy up as private equity gets cold feet

Euromoney May 2006

“Debt providers are becoming more selective about the opportunities they are willing to support and are now concentrating on companies with good forward earnings visibility”- James Stewart, ECI

Forum set up to improve equity derivatives efficiencies

Euromoney May 2006

Equity derivatives dealers have set up an industry group to improve trading efficiency and iron out operational issues in their market.

Equity round up: The month in numbers

Euromoney May 2006

Equity round up: Block Alert!

Euromoney May 2006

ITG and Merrill Lynch have joined forces in a joint venture called “Block Alert, powered by Posit” that will create a global block order crossing service.

Foreign exchange news & analysis

Brokers: Icap pulls off coup with EBS purchase

Euromoney May 2006

Looks to have got bargain with its $775 million purchase of spot broker.

Electronic platforms: Single portals of discovery predicted for multiple assets

Euromoney May 2006

There’s widespread agreement that there are too many portals providing FX prices but consolidation has been slow. Is the market going to stop waiting and roll out multi-asset platforms instead?

Trading volumes surging despite lack of volatility

Euromoney May 2006

According to both EBS and FXall, the first quarter of 2006 was the busiest ever for FX trading. Talking purely about spot, EBS says daily activity in the quarter averaged $132 billion, a 2.3% increase on the same period in 2005.

FX round up: Deutsche poised to enter retail space with new platform

Euromoney May 2006

Deutsche Bank is about to launch an entirely new FX trading platform aimed squarely at attracting flow from the retail end of the market.

Fund management news & analysis

Asset Management: Martin Currie proves sizeist critics wrong

Euromoney May 2006

Fund managers with medium-size AUMs can be successful.

Cross-border real estate investment set to grow

Euromoney May 2006

London is seen as the property hotspot in 2006.

UK: New solutions for pension fund shortfalls

Euromoney May 2006

Muni bond arbitrage: Getting high yields out of triple A paper

Euromoney May 2006

As an increasing number of hedge fund managers chase similar strategies in a bid to make returns, Bryan Williams asks why more aren’t looking at municipal bond arbitrage.

FM round up: Scandalous... Has anyone seen…100 diamonds, including a 22-carat gem?

Euromoney May 2006

FM round up: Kirk Wright "goes underground" after allegedly robbing American football players

Euromoney May 2006

FM round up: Refco’s photo collection?

Euromoney May 2006

Corporate finance news & analysis

Equity-linked: Converts make a comeback

Euromoney May 2006

Convertibles have regained popularity in M&A because of the types of deals being done.

LBOs: JPM and Lehman Brothers Dunkin’ into royalty pool to fund buyout

Euromoney May 2006

Uses of securitization to fund US buyouts is getting ever more innovative.

Equity-linked faces competition from corporate hybrids

Euromoney May 2006

Is there enough room for both sorts of hybrid in the European acquisition finance market?

Leveraged finance: Firms fend off pressure to releverage – for now

Euromoney May 2006

Few companies are pursuing leveraged share buybacks, but pressure from activist investors is putting the issue back on the agenda and there could be a lot more deals in the next 12 months.

CF round up: Morgan Stanley makes key hire to bolster M&A

Euromoney May 2006

CF round up: Syndicated loans cheaper, more plentiful than ever

Euromoney May 2006

Asia news & analysis

India: Biggest bank essays loan securitization

Euromoney May 2006

State Bank of India has decided to enter India’s rapidly growing market for securitized assets.

Insider trading case sends out global ripples

Euromoney May 2006

Australian regulator’s charges cast doubt on legitimacy of prop trading.

Japan: A bridge too far?

Euromoney May 2006

The bridge loan Softbank has taken out to acquire Vodafone in Japan is enormous, negotiated on onerous terms and costly by Japanese standards.

Asia round up: No bull about China’s Bear

Euromoney May 2006

Asia round up: Philippine spreads inside US ones

Euromoney May 2006

High-yield debt: Missing the wood and the trees

Euromoney May 2006

China-focused forestry company falls behind in land acquisition.

EEMEA news & analysis

Turkey: Turkey’s central bank back on course

Euromoney May 2006

Egyptian banking: Moving in the right direction

Euromoney May 2006

Bank of Alexandria privatization process started.

Russia: It’s now, or 2008, for Svyazinvest

Euromoney May 2006

The long-awaited privatization of Svyazinvest, Russia’s national fixed-line telecoms operator, could finally get under way within the next two months.

Gulf markets: No need to panic, warns governor

Euromoney May 2006

BMA chief confident about region’s fundamentals.

Q&A: Browder stands defiant

Euromoney May 2006

Q&A with Bill Browder, founder and CEO of Hermitage Capital Management, the biggest foreign investor in Russia.

EEMEA round up: Azerbaijan

Euromoney May 2006

Azerbaijan Electronics, one of the country’s largest energy utilities, has sold a $1 million one-year bond, the first from an industrial issuer in the country. The bond yields 14.5% and was issued at par.

EEMEA round up: CEE index

Euromoney May 2006

Austrian bank CA IB has launched REX, the first publicly available real estate index to cover emerging Europe and the closely related Austrian market.

EEMEA round up: Iran downgraded

Euromoney May 2006

Latin America news & analysis

Argentina: Banks set for broader funding opportunities

Euromoney May 2006

Central bank to change tier 1 regulation in two months.

Debt capital markets: Morgan Stanley makes big comeback

Euromoney May 2006

US bank is surprising frontrunner in league tables.

LATAM Debt capital markets: Merrill’s not so steady ship

Euromoney May 2006

What’s going on at Merrill Lynch? The investment bank has posted impressive overall first-quarter results, as revenues hit the $8 billion mark, but the Latin American debt capital markets desk seems to be lagging.

Borrower view: Colombia seeks liquid potential

Euromoney May 2006

In his last interview as director of public credit for Colombia, Felipe Sardi talks to Lawrence White about the strategies his successor will inherit, his efforts to increase the liquidity of Colombian securities and his plans for the federation of coffee growers.

Refco ramifications: A crisis with a twist

Euromoney May 2006

Latin America is no stranger to banking crises. Every so often a banking system will implode, and depositors will lose all or some of their money.

Latin America market round up: Hugo Chávez watch

Euromoney May 2006

LA round up: Guillermo Nielsen: moving on

Euromoney May 2006

LA round up: Goldman Sachs: change at the top

Euromoney May 2006

Goldman Sachs has reshuffled its Latin American investment banking team by naming Eduardo Centola and Martin Werner as co-heads.

LA round up: IDB calls for more financial instruments

Euromoney May 2006

Market leaders

The next big thing in emerging markets?

Euromoney May 2006

Bankers reckon convertible bonds will be a product to watch in the developing world.

Why CDS investors need to lock in recovery rates now

Euromoney May 2006

Until discrepancies between index auction prices and single-name CDS recovery rates can be ironed out, investors should sell recovery basis risk.

How you value call protection – and why you should care

Euromoney May 2006

Proponents of European high yield think covenants for issuers should be relaxed if the market is to survive.

Russian listing rules look too onerous

Euromoney May 2006

A compulsory minimum free float for banks listing in Russia is illogical, hard to police and might not be in investors’ best interests.

What Turkey can teach the EU

Euromoney May 2006

The removal of restrictions on trans-national M&A are fundamental to EU principles. Turkey is setting an example.

Goldman takes a beating, but is still the one to beat

Euromoney May 2006

Competitors gloating over the firm’s current predicament are likely to be sorely disappointed.

Columns

1 May: Lehman's Board; Jeremy Isaacs: BoA; Studzinski; Rainer Stephan

Euromoney May 2006

In this edition, don't miss: Abigail's opinion of Lehman's Board of Directors and of Jeremy Isaacs' realm; her advice to Bank of America on investment banking; the details of HSBC's Studzinski's glam 50th birthday party; and hats off to Rainer Stephan, chairman of Barclays in Germany.

Against the Tide: Look beyond politics for Europe’s firepower

Euromoney May 2006

Forget the stymied constitution, Parisian événements, electoral tangles and government overspending – eurozone corporates are doing just fine and consumers are picking up on the mood.

Inside Investment: Alpha hunters vs beta grazers

Euromoney May 2006

Is the single-minded pursuit of alpha as smart a strategy as conventional wisdom would suggest?

ECB Watch: Does normalization imply a ‘refi’ rate of 4% next year?

Euromoney May 2006

The ECB sets great store by the transparency of its decision-making process and the clarity of its communication with the outside world. ECB president Jean-Claude Trichet was reminding us of this again last month.

Letter from the Editor

Letters to the Editor

IMF responds to Nielsen accusations

Euromoney May 2006

Regarding Euromoney's March 2006 cover story: “Inside Argentina’s financial crisis” written by Guillermo Nielsen, Argentina’s former finance secretary.

…and Nielsen responds to the IMF

Euromoney May 2006

Front End

Saudi growth: (Chuck) Prince meets Prince (Alwaleed bin Talal) and says sorry

Euromoney May 2006

At the start of April, Chuck Prince, chairman and CEO of Citigroup, came to Riyadh to lobby the Saudi finance ministry, central bank and capital markets regulator to let the US firm back into the kingdom less than two years after Citigroup sold off its 20% stake in Samba (previously Saudi American Bank). It was one of the early big decisions of Prince’s tenure as CEO and signalled the end of Citigroup’s presence in a country where it had operated since 1955.

Estefan club go wild on Wall Street

Euromoney May 2006

Deutsche Bank and the FSA: A good, clean fight?

Euromoney May 2006

World Cup kicks off early in DCM

Euromoney May 2006

Off the Record

Euromoney May 2006


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