ABS
As one of the largest ABS investors in Europe the company has gained extensive experience in this asset class which is applied to the management of various structures with ABS exposure including un/leveraged portfolios and CDOs. ABS portfolio advisory and monitoring services supplied includes the provision of advice on transaction restructuring which draws on the company's experience of successfully restructuring a variety of leveraged ABS vehicles.
ABS Funds
The key advantage of these products is that the investor benefits from the returns on a leveraged portfolio of AAA rated ABS while their default risk is limited to the invested amount. A Cayman Island Sub-Trust is used to hold the ABS asset portfolio.
Mortgage Opportunity Note
Addressing the problems arisen during the credit crisis, this product offers synthetic exposure to a portfolio of prime European AAA RMBS. The investor benefits from a high quality portfolio with no mark to market trigger and no funding required.
ABS CDOs
CDOs of high quality ABS can offer investors a stable credit risk profile, investors can choose the most appropriate CDO tranche to match their risk appetite. Synthetic and cash products, term funded or with market value triggers are available.