Derivatives and Structured Products

Derivatives and structured products

Our derivatives and structured products practice is part of the firm's finance practice and covers the full range of derivatives, structured notes and other structured products.

On the securitised structured products side, we have executed in excess of 5,000 notes, warrants and certificates linked to a wide variety of underlying risks and we are Programme Counsel on a number of high profile structured product programmes. Our experience covers all varieties of underlyings including single share, ADRs, baskets, indices, mutual funds and hedge funds, hybrids, look-back structures, cliquet options, retail principal-protected equity trading products including equity and hedge-fund linked CPPI and synthetic CPPI structures.

We are one of the market leaders in credit derivatives.  We advise on OTC CDS, including in relation to Credit Events and successor issues.  We also cover the full range of related structured products including synthetic CDOs and credit-linked notes, credit DPI/CPDO, fund format (including UCITS-compliant structures) credit/equity hybrids, CFXO, CCO, ABCDS, LCDS and SLCDO. In addition, we have extensive experience in complex transactions driven by accounting and/or regulatory capital considerations, often utilising a combination of formats - for example, repo, TRS, notes, loan commitments and preference shares.

We have a thriving corporate derivatives practice.

Our general OTC derivatives practice spans all products including money markets, equity and commodities, as well as more esoteric risks such as catastrophe and longevity. We provide hedging advice for the firm's other deals including perfect asset swaps, balance guarantee swaps and loan and real estate hedging.  We have advised a wide range of market participants, including leading dealers and hedge funds as to the impact of recent market events on their OTC and structured transactions with or referencing affected entities.

Our international team includes derivatives experts in Australia, France, Germany, Hong Kong, Spain, Tokyo and the United States.