Fixed Income

Floaters or credit linked notes

In the bond market, in addition to conventional fixed rate bonds certain views on interest rates and credit can be best expressed with floaters, such as floating rate notes whose coupon is usually based on a reference rate, or credit linked notes in which the coupon is dependent on the creditworthiness of each company measured by Credit default swap.

In addition to simple Floaters we offer the entire spectrum such as floating rate notes with Cap and Floor, Step-Up Floaters and combinations thereof as well as credit-linked notes with different features.