Some early ideas on themes:
Love in the Time of Subprime
When an ABS structurer receives death threats after a bunch of his CDOs turn sour, he investigates why all of these mortgages are defaulting and who is sending him death threats (hint: it's European institutional investors) and has a passionate affair with a Miami real estate vulture.
The Loveraged Buyout
The story of a private equity general partner who has a crisis of conscience in the middle of a deal when he falls for one of the limited partners who are getting fleeced by his absurd fees. What happens when he invokes the material adverse change clause?
Heartbitrage
A convertible arb trader chooses between two potential mates - the carry, the upside, the time to realize value.
