Client Centric Solutions

Devising derivatives-based investment solutions optimized in a total portfolio context


Special Portfolio Situations
We offer our extensive experience in devising optimal total portfolio solutions for investors with highly concentrated equity risk exposure:

Structured Products Reverse Engineering:
Structured products often leave investors taking risks that are difficult to understand, leading to unanticipated liabilities. We offer our clients our quantitative capabilities to resolve these complex issues. Reverse Engineering translates the core risks of a derivative into a simple framework giving clients an independent assessment of the products they are presented with. Clients can then invest judiciously and profitably.  
Our analyses typically cover the following:
  • Valuation: QMS Advisors offers its clients to evaluate structured products with non-trivial payoff structures. i.e. Some structured products have zero cost and positive initial cash flows, but what is the true value of the entire structure when future liabilities are priced in?
  • Risk: QMS Advisors offers its clients to plainly explain under what scenarios their structured note may lose value, and the likelihood of those scenarios. We offer clients to calculate Value-at-Risk as well as to perform stress-test analyses to better explain the risks attached to the structure.
  • Synthesis: QMS Advisors offers its clients to analyze and to develop look-alike structures that may be simpler, or cheaper, or both by replicating or by elaborating similar exposure via futures and vanilla options in a transparent way.
We offer this service for equity, currency, and some fixed income and hybrid structured notes. As with all our analyses, these reports are articulate, concise, and jargon free.