Registration & Coffee
Panel: Synthetic structured credit – CSOs & index tranches
The CLO market may be on fire, but it isn’t the only way to get tranched exposure to the global credit markets. Our panel of market veterans will explore the synthetic alternatives available to structured credit investors, including both index and bespoke tranches. How active is the synthetic market, and what are the prospects for the rest of 2022? What are the key differences between cash and synthetic structured credit, and where does relative value lie at the moment? And what resources are available for new investors trying to come to terms with pricing and valuation for these complex products?
Fireside chat: How we made the first ESG bespoke work
As the synthetic credit market begins to look seriously at ESG criteria we bring together the key players on the Glasgow climate-change CSO to discuss this breakthrough transaction. BNP Paribas' Guillaume Mear and Andreas Ross from equity-investor Zais talk with our deputy editor Dan Alderson about their six-month journey to make Glasgow happen, the challenges they overcame, and how the bespoke tranches market can include ESG in future deals.
Fireside chat: Reg Cap reaches the US
A long-time staple of the European banking sector, regulatory capital relief trades have moved over to the US market as well. This masterclass explains how reg-cap trades work, the benefits for investors and how these trades compare with other structured credit products.
Panel: Trading strategies for synthetic investors
From CDS through index tranches to credit options there are a wealth of instruments available to get exposure to the credit markets. But what’s the best way to use them? Our panel of veteran credit traders discuss the latest strategies, from classic approaches like bond/CDS basis trades to the use of new products like credit ETFs and ETF options.
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