Synthetic credit is back. Join leading sell-side traders, hedge fund portfolio managers and real money investors at the Credit Dimensions: bespokes, tranches and options workshop to find out why these products make more sense than ever. The 20 January workshop will start at 4pm with two panels that will explain the basics of both the corporate tranche market and credit options. After that two in-depth panels will look at how credit investors can enhance yield with corporate tranches and bespokes, and at the use of credit options as a tool for macro traders. Cocktails will round off the evening and allow delegates to network with all the key players in the space.
A stellar line-up of speakers at the first Creditflux event on bespokes, tranches and options shows the increasing momentum of a long overshadowed part of the credit market. The agenda for the Credit Dimensions afternoon workshop, released today, reflects the twin strands drawing most interest at the moment. One is a classic structured credit tool, bespoke corporate tranches, that is grabbing the attention of yield-hungry hedge funds. The other, credit options, appeals as much to macro funds and real money investors as it does to structured credit funds, and has gained traction amid recent high volatility.
Speakers at the 20 January event in New York span the most active investors in the exotics space, including Apollo, Brigade, CQS, Pine River and Saba, led by sell side experts from Citi and BNP Paribas. Citi’s head of global structured credit Mickey Bhatia will kick things off with a Q&A session explaining how these products work, followed by two panels looking at the basics of the space. Two more will take proceedings a step further by looking at how the buy-side uses both bespokes and options today.
Booking is now open, and a limited number of free places are available for the buy-side.
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