Understanding How Structured Notes can be Implemented via SMAs – Wealthspring Capital – 7.30.24

Summary:

Now On Demand

High interest rates, low equity market volatility, and record-high stock prices create opportunities for structured product investors. Well-constructed structured note portfolios can provide risk/return benefits. Our experts will discuss how structured products are created, their benefits and risks, and how they may impact client portfolios.

Join us as we discuss:

• The benefits of reducing drawdowns in an equity investment portfolio
• The mechanics of structured note investments
• The factors contributing to today’s pricing on structured notes

Speakers:

Matt’s background has encompassed a broad array of financial products and markets. Most recently Matt was the Head of the US Credit Solutions group at Mitsubishi Securities.

Previously, he spent a considerable portion of his career at Deutsche Bank where he was a Managing Director responsible for the Global Portfolio Management of the interest rate, foreign exchange, and credit risk of the structured products business.

Matt graduated from Loyola University, Maryland with a BBA and has earned the Chartered Financial Analyst certification.

Keith Black has over thirty years of financial market experience, serving approximately half of that time as an academic and half as a trader and consultant to institutional investors. He currently serves as Managing Director of Education for RIA Channel. He previously served as the Managing Director of Curriculum and Exams for the CAIA Association. At Ennis Knupp + Associates, Keith advised foundations, endowments, and pension funds on asset allocation and manager selection strategies in hedge funds, commodities, and managed futures. Prior experience includes commodities derivatives trading, stock options research, Cboe floor trading, and building quantitative stock selection models for mutual funds and hedge funds.

Dr. Black has taught courses on traditional and alternative investments at the Illinois Institute of Technology and the University of Massachusetts. He contributed regularly to The CFA Digest and has published in The Journal of Wealth Management, The Journal of Trading, The Journal of Investing, and The Journal of Alternative Investments, among others. He is the author of the book “Managing a Hedge Fund,” and co-authored the second, third, and fourth editions of the CAIA Level I and Level II textbooks. His book “Investing in Cryptocurrencies and Digital Assets: A Guide to Understanding Technologies, Business Models, Due Diligence, and Valuation” will be published by Wiley in Fall 2024. Dr. Black was named to the Institutional Investor magazine’s “Rising Stars of Hedge Funds” list in 2010.

Dr. Black earned a BA from Whittier College, an MBA from Carnegie Mellon University, and a PhD from the Illinois Institute of Technology. He has earned the Chartered Financial Analyst (CFA) designation and was a member of the inaugural class of the Chartered Alternative Investment Analyst (CAIA) and Financial Data Professional (FDP) candidates. He has also earned the Certified Digital Asset Advisor (CDAA) designation.