Now ABCP falls victim to subprime bug

© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 4 Bouverie Street, London, EC4Y 8AX. Part of the Delinian group. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions

Now ABCP falls victim to subprime bug

Asset backed commercial paper conduits caught the contagion from the US subprime mortgage crisis this week as their spreads in the EuroCP market spiked by as much as 4bp — a large amount for a market that usually trades in a much tighter range.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request demo or Login
  • 4,000 annual insights
  • 700+ notes and long-form analyses
  • 4 capital markets databases
  • Daily newsletters across markets and asset classes
  • 2 weekly podcasts

Related articles

Gift this article