European High Yield loans
Investment Strategy: Secured non investment grade corporate credit
Liquidity:
Maturity: 3 to 5 years
Regulatory Capital Arbitrage
Investment Rationale: generate mid teens returns by providing banks regulatory capital relief through moderate levered European corporate loan portfolios
Investment Strategy: Bank corporate loans IG. Structure issued by banks to attract favourable capital treatment.
Liquidity: Low liquidity
Maturity: 7 years
Cat Bonds
Investment strategy : Get exposure to a diversifying asset class giving high return, low volatility and hardly no correlation with other financial assets
Maturity: 3years
Liquidity: moderate
Negative basis trade
Investment Strategy: Corporate credit exposure with full credit protection
Maturity: up to 10 years
Liquidity: high
Investment Grade CSO
Investment rationale: high yield return on short maturity through investment grade credit exposure
Investment strategy: strong first loss protection IG corporate credit
Maturity: 3 to 5 years
Liquidity: high
Secured Funding Trade
Maturity: 6 month to 5 years
Liquidity: low