Structured Products

Used correctly, structured financial products and derivatives are a flexible and powerful tool with many advantages, however they can also be the source of substantial risks and uncertainty. Based upon our market-leading expertise and first-hand industry experience, we have helped our clients maximize the benefits from these products while clearly monitoring and controlling any potential risks involved.

Our Offering

  • Risk analysis and modelling
  • Pricing models
  • Structuring, structural validation
  • Support in rating agency interaction

Case Studies

  • ABS and CDO/CLO pricing and analytics library for a Structured Credit Hedge Fund. The Model was subsequently licensed by a major information provider
  • Pre-trade analysis of pricing and structural features of private label structural finance transactions¬†