Excellence in execution
Our team members have successfully delivered expert services to major banks in connection with structured products. Examples of such work include:
- Standardization of pricing and trade compression of large portfolios of CDS-on-ABS trades across multiple dealers in order to achieve operational risk-related RWA reduction.
- Analysis and modelling of liquidity requirements for portfolios of complex SPV trades in anticipation of bank credit rating downgrades in connection with improvements to liquidity and capital management required by regulators.
- Analysis of legal documentation for, and modelling of, complex transactions across structured credit, structured rates, equity derivatives, fund derivatives and pension and insurance derivatives in connection with enhancement of risk and control required by regulators.
- Analysis of codification of master legal documentation for counterparty risk and collateral management.
- Volcker Rule Covered Funds expert analysis for an alternatives-linked asset management business.
- Analysis of legal documentation for structured credit transactions for RWA-related classification under the regulatory market risk framework.
- FATCA-related expert analysis for an alternatives-linked asset management business.
- Products covered included CDOs, CDO squared, CDS on ABS, CLNs, Rates Structured Products, Equities Structured Products, Inflation-linked Notes and Fund-linked Notes.