![]() CMBS origination loan hedging arrangements – preparing loan level hedging with potential securitisation flexibility features incorporated.Cash Collateralised Debt and Loan Obligations (CDO/CLO) – representing investment managers, arrangers and investors in various European and US structures and warehousing arrangements.RMBS, general securitisation and covered bond derivatives – drafting and integrating currency and interest rate hedge documentation in numerous deals and addressing continually changing related rating agency criteria.Structured Investment Vehicles – Experienced in the set-up and servicing of various SIV structures.Derivatives for leveraged funding – Derivatives and repurchase agreement (repo)/derivatives style technology used for leveraged funding or liquidity arrangements and to support asset-backed commercial paper programmes.Restructuring and evolution – Complex customised solutions to bridge sizable mismatch risks faced by protection buyers under older synthetic arbitrate CDO transactions facing more modern post-big/small bang credit derivative exposures. ![]() Regulatory capital solutions – development of structures to address and alleviate regulatory capital concerns including credit value adjustment (CVA) losses.Innovative securitisation – such as the monetisation of sovereign swap obligations.Synthetic securitisation of residuals – award winning transactions synthetically securitising the residual risks of the complex RMBS programmes.Funded and unfunded ‘investor’ participation – advising with respect to (super) senior, mezzanine and equity level participation in CDO and CLO structures.Advanced credit derivative and CDO products – including CDS of ABS, single tranche CDO, negative basis trades and CDO squared.Arbitrage and managed synthetic collateralised debt obligations (CDOs) – both public and private, funded and unfunded, corporate and ABS deals.Balance sheet synthetic collateralised loan obligation (CLO) transactions – including the first synthetic CLOs in a number of European jurisdictions.Synthetic securitisation-A wide range of structures throughout the history of the European synthetic securitisation market from its inception including for example:.
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