JPLC has broad expertise in the following fields :
       Credit Trading and Risk Management :
                          Credit Derivatives
                          Corporate Bonds
                          Credit Derivatives Indexes (iTraxx, CDX)
                          Structured Credit (Cash and Synthetic CDO Tranches, etc...)
 
       Capital Structure Arbitrage :
                          Equity to Credit Arbitrage (E2C)
                          Convertible and High-Yield Arbitrage
                          Credit Assessment from Equity Markets (CreditGrades)
                          Proprietary Trading
 
       Active Credit Portfolio Management :
                          Portfolio Analysis
                          Hedging and management of over-concentration
                           in single obligor or segment exposures (industry, geographic)
                          Capital Reinvestment
 
       Economic Capital calculations and allocations :
                          Methodology and industry best practice
                          Loans and Traditional Credit Products
                          Derivatives Exposure (Counterparty Risk)
                          Credit Derivatives
                          Structured Credit

       Derivative Risk Management
                          Equity Derivatives (options and warrants, indices and baskets)
                          Foreign Exchange
                          Interest Rate
                          Market risks (VaR, stress, simulation and back testing)

       Asset-Liability Management
                          Business and Balance sheet risks
                          Scenario and stress test analysis
                          Market monitoring
                          Hedging