Structured Products

Variance combines their experience with derivatives, structuring capabilities and proprietary risk analysis tools to help clients scrutinize and dissect complex structured products.

Clients are provided with product valuations, risk analysis and restructuring ideas aiming at mitigating risks, secure latent profits or recovering from a losing position. We also accompany the client in the bank negotiations when restructuring particularly illiquid structured products.

Variance deals with both asset- and liability-side structured notes across all asset classes: equities, bonds, interest rates, foreign exchange, commodities, etc.

The following are typical examples of situations in which Variance is required to intervene:

  • A manager holds an illiquid underwater structured note.
  • An indebted institution has entered into a liability-side structured product that substantially increases the cost of funding.
  • A new CFO has started working in a company that holds dozens of exotic derivative products or complex derivative products that make hard to price and/or understand their risk.