Acknowledgements
In preparing this second edition I have also asked for input and different perspectives from several individuals, and their contributions have been included. In particular, my thanks go to my colleagues Robert Reoch and Robert Baker (Reoch Credit Partners LLP), Darren Smith (WestLB) and Onur Cetin (Calypso) for considerable contributions included as separate chapters or sections in the book and attributed to them. I would also like to thank Markit Group Limited for their substantial assistance, and, again, Bloomberg, Moody’s and ISDA. Contributed material and helpful comments in the first edition continue to be reflected in this edition and again I thank JP Morgan, Mizuho International, Morgan Stanley, Richard Flavell, Phil Hunt, Lee McGinty (JP Morgan) and Chris Finger (RiskMetrics Group). I would also like to thank Dr Jonathan Staples (fund manager, Charles Taylor Investment Management Company Limited) and Rafik Mrabet (Structured Credit Trading, Mizuho International) for their significant help in collecting data and research material and in reviewing parts of the book.
Remaining errors are my responsibility and the views expressed are entirely my own.
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