Maturity Buckets Planned For Restructuring Events

As of late July, credit default swaps triggered by restructuring credit events in Europe and North America will be settled according to five buckets corresponding to the maturity of their underlying reference obligations.

  • 09 Jun 2009

--Katy Burne

As of late July, credit default swaps triggered by restructuring credit events in Europe and North America will be settled according to five buckets corresponding to the maturity of their underlying reference obligations. “It’s to reduce the number of auctions, to make life easier,” said François Popon, ...

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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
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2 Citi 18,215.95 71 6.97%
3 JPMorgan 16,098.67 49 6.16%
4 Goldman Sachs 15,821.46 36 6.05%
5 HSBC 15,568.27 47 5.95%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
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1 HSBC 48,528.41 214 6.32%
2 Deutsche Bank 44,075.51 161 5.74%
3 BNP Paribas 41,452.79 240 5.40%
4 JPMorgan 37,278.65 134 4.85%
5 SG Corporate & Investment Banking 36,258.27 187 4.72%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
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1 Goldman Sachs 1,607.28 5 28.64%
2 Credit Suisse 1,301.65 4 23.20%
3 BNP Paribas 522.35 4 9.31%
4 SG Corporate & Investment Banking 444.17 3 7.92%
5 Morgan Stanley 331.78 2 5.91%