Evolution of the SRT market – From regulatory tool to core capital strategy
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Assia Damianova is special counsel in the Capital Markets Group in Cadwalader’s London office. With over 25 years of experience, Assia focuses on novel and innovative structured financing solutions, with an emphasis on transactions that combine securitisations and derivatives.
She regularly represents buy-side and sell-side institutions in connection with:
- Synthetic securitisations, credit-linked notes, credit default swaps (including tranched portfolio CDS), and other credit-risk transfer (CRT) products.
- Repackaging and securitisation transactions that utilize repurchase transactions or derivatives, such as currency swaps or total returns swaps, to transform the economic profile of, or achieve leveraged exposure to, repackaged or securitised assets.
- The financing of risk retention interests in securitisation transactions.
- Other structured products such as warehouses, CLOs and CFOs.
- Bespoke repurchase arrangements.
- Complex fund investments.
- Insurers’ bespoke exposures to securitisation transactions.
Assia is an expert in the EU/UK regulation of derivatives and the EU/UK securitisation rules.
Assia received a Bachelor of Laws in 1994 from the University of Wales, College of Cardiff. Before that, she attended the Law Department of Sofia University (1988-1991) and also attended a one-year course in Business Administration and Eastern European Studies. Assia completed the Legal Practice Course at the College of Law in Chester (1994-1995). She is admitted to practice in England and Wales.
Giorgio Gallo is a Managing Director and Head of Portfolio Management at Chorus Capital, a London-based private credit manager specialising in bank risk-sharing transactions, where he has been involved in SRTs since 2011.
Prior to Chorus, he held roles in structured credit at LGIM and in credit strategy at Lehman Brothers.
Alastair Pickett is a Portfolio Manager for Chenavari’s credit risk sharing and asset backed finance strategies, supporting the firm’s continuous investment efforts in the strategies for over a decade. The strategy invests across underlying asset classes to provide a diversified offering to its clients. Prior to joining Chenavari, Alastair served as Director of the Risk and Capital Solutions business at RBS, which he joined in 2011, focusing on originating, structuring and executing SRT transactions on behalf of the bank. Alastair started his career in CLO structuring at BNP Paribas in 2004. Alastair holds masters degrees in mathematics and statistics, and a PhD in applied probability, from Oxford University.