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Fee and Investment Income
Credit Derivatives
Credit derivatives are a rapidly growing over-the-counter derivative
market. They combine derivatives and securitization to make credit
risk a tradeable commodity. It is a complex, multidimensional business
of repackaging credit assets and creating structures that enable
participants to extract maximum value.
Maple’s credit derivatives desk is a small yet multidisciplined
team that brings years of experience in financial structuring, credit
analysis and computer science to this highly technical business
line. The desk seeks to create synthetic portfolios that are better
quality and lower risk than those typically available from investment
banks. The teams small size, low overheads and efficient
capital also enable it to move more quickly, and more profitably,
than larger competitors to capture the most value from packaging
and transferring credit risk.
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