Structured Products
Derivatives and Credit Derivatives
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.