The credit engineering session: SRT, 4th trigger CDS and who is really holding the risk?

ConferenceCredit Markets Europe

2026-11-19 | 11:40 AM - 12:30 PM

Information

  • What is the future of SRT as financing books grow and more banks get involved?
  • What are 4th trigger CDS, and how are they changing the scope of credit protection and counterparty risk?
  • How is appetite toward access products like TRS, custom CDS baskets and credit futures changing?

Speakers

Sona Asset Management

Aymeric Paillat

Sona Asset Management

Portfolio manager, head of synthetics and risk transfer

Simmons & Simmons

Marcin Perzanowski

Simmons & Simmons

Partner