* CSFB's securitisation of its corporate loan book, which is due to start roadshowing on October 6, will be a credit-linked notes structure, with at least one significant diffference from SBC Warburg Dillon Read's pioneering Glacier Funding transaction, completed earlier this month. * NatWest's second securitisation of corporate loans, via Rose Funding II, may be launched as early as next week. Few details are known, other than that it will closely follow the template of the $5bn Rose I.
September 26, 1997