Structured Credit

With diverse experience across both cash and synthetic structured credit, ARAM is able to offer both bespoke advisory and asset recovery solutions on CLOs, synthetic CDOs, CDS portfolios and funded notes.

ARAM works for current holders of cash and synthetic structured products and effectively becomes the client‘s work-out group with the common goal of maximising the recovery value within a specified time frame.

ARAM Global will take an active role with a focus on:

rebalancing,
restructuring,
hedging, or
collapsing the transactions.

The services conducted by ARAM to achieve the client‘s goals include:

comprehensive analysis of transaction documentation,
structural analysis, including covenant tests and analysis of legal options available,
identification of credit risks and aggregation at a portfolio level,
mapping of deal characteristics to tranche pricing, interpolated index pricing, correlation changes and CDS levels,
observation of market levels vs determination of instinsic value using DCF-models,
rating migration analysis including dynamic portfolio simulation to quantify potential outcomes based on, probabilities, loss-given-default and rating transition (as appropriate).

This well rounded team of professionals is highly experienced in structured credit, including cash and synthetic, and members were involved with the creation, trading and hedging of the various products over the past ten years.