As of last year, 97% of Cheyne's SIV debt portfolio was rated AA or higher.

FORBES

"So everyone shows up to a big car park, " says Matthew Cheyne, international market development director at London Taxi.

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Cheyne Capital's SIV was one of many to hit the skids last summer, when investor appetite for debt all but evaporated.

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Cheyne has reason to be angry.

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