PFE offers many years of experience in capital markets and traded products. We have traded the range from cash products to highly structured OTC products with transactions documented both under ISDA standards and custom documentation.
We are wrapping neutral, familiar with stand-alone derivatives, structured notes and deposits, and insurance contracts. We understand the application of special purpose entities including companies, partnerships and trusts.
Our expertise extends across credit and equity, interest rates and foreign exchange, commodities, longevity/mortality risks and the use of capital market products in tax structures.
Outside our areas of expert focus we would be happy to refer other experts, for example, in standard exchange traded futures and options; vanilla equity and money market trading; US municipal bonds and long equity portfolio management.
Asset backed, corporate and government bonds including emerging markets, high yield and investment grade; synthetic securities; asset swaps; syndicated and other loans and deposits; repo and dollar rolls; medium term notes; credit default swaps; index swaps; digital CDS; options on CDS (single name & indices); contingent swaps; total return swaps; synthetic and cash Collateralized Debt Obligations; CDO squared and cubed; Nth to default baskets; and Credit Linked Notes of all varieties.
FRAs; swaps; caps and floors; swaptions; all types of exotic option including range, barrier, and digital options, and structured notes including inverse floaters and range notes.
Spot; forward; vanilla options; all types of exotic option including range, barrier, digital and compound options; cross currency and basis swaps; dual currency notes; FX linked deposits; variance and volatility swaps.
Life settlements, longevity swaps and bonds.
Equity linked notes; convertible bonds; swaps; vanilla options; exotic options including range, barrier, digital, and best of options; basket and index derivatives; variance equity swaps; variance index swaps; and correlation swaps.
Swaps, options, exotic options on metals, energy and soft commodities.
Cross-border, tax sparing, loss refreshment, and other arrangements using derivatives and other capital market products.