Supercharging Tranche Convexity - Part I

GLOBALCAPITAL INTERNATIONAL LIMITED, a company

incorporated in England and Wales (company number 15236213),

having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions

Supercharging Tranche Convexity - Part I

Positive convexity trades are usually offered in the format of long 0-3% tranches and short index or 3-100% tranches. This exposes the investor to considerable default risk.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request a Free Trial or Login

Related articles

Gift this article