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LFIS Capital

Structured products portfolios

Manage complex instruments

Key capabilities

  • Payoff analysis, valuation and modelling
  • Execution and issuer relations
  • Product selection, allocation and portfolio construction
  • Scenario analysis, stress testing and coupon projection
  • Lifecycle management and reporting

Structured products can offer highly configurable investment exposures across market environments, but building and managing a diversified portfolio of structured products requires dedicated expertise. Products often differ by payoff formula, underlying, maturity, issuer, barrier profile and embedded market assumptions, including volatility, correlation, rates and other implied parameters.

LFIS brings together experienced teams with both sell-side expertise in the design and structuring of products and buy-side experience in selecting, allocating and managing structured products within active portfolios. This dual expertise is supported by a unique technology platform designed to address the challenges of valuation, scenario analysis, risk monitoring and lifecycle management.

LFIS can support investors across the full structured products portfolio lifecycle across asset classes: portfolio construction, product selection, issuer dialogue, execution, valuation, documentation, risk monitoring, reporting and ongoing management.

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