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Structured derivatives

The market of structured derivatives, with the help of its multidimensionality and depth, provides vast opportunities allows traders to trade without any delays and insured risks.

Our structured derivatives team draws on extensive experience and deep knowledge of the full range of instruments in financial markets to meet the most complex requirements for risk management, hedging, and investments.

Working across all asset classes – foreign exchange, fixed income, equities, and commodities – we offer swaps, dividend swaps, total return swaps, options and innovative solutions created for specific client situations. We have a proven track record in creating research-driven, tailor-made synthetic products and work with investment managers from all client segments.

A mix of scholarly and industry mastery, we have been associated with cases relating to the activity and structure of the business sectors in which subordinates and organized items are exchanged. Our expert risk management highlights chance factors and makes causes, connections, and effects transparent for you. counterparties, disputes concerning credit assessments, cash flow waterfall modeling, and analyzing complex structured financial instruments.

You won't be set untied by the potential dangers, as we will effectively guide your risk positions with creative, structured derivatives.

Prior Capital has experience with a number of derivatives product types and structured financing, including:

  • Futures, forwards, options and swaps

  • Exotic and compound options

  • Auction rate securities (ARS) and contingent liquidity instruments

  • Structured credit, correlation, and relative-value trading practices

  • Mortgage-backed securities ("MBS")

  • Financial Guarantees

  • and monoline bond insurance

  • Trust-issued securities (e.g., trust-preferred stock and trust-issued contingent capital)

Expert skills in the following fields:

  • Financial instrument valuation

  • Common market practices and trading conventions

  • Risk management processes

  • Market and credit risk measurement

  • Evaluations of hedging effectiveness

  • Derivatives clearing and settlement

  • Analysis of the design and economic substance of financial products and structures