Anthony Thompson, a managing director at Deutsche Bank who oversaw global CDO research, has left the investment bank, according to sources familiar with the situation. Deutsche did not confirm Thompson's departure. Previously, he was a director at Goldman Sachs. Deutsche declined to comment.

Market sources familiar with the matter said that Michael Llodra has left his job as head of structured products and CDOs at JPMorgan Securities and is now working as a consultant for university endowments.

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