Jones Day - Services - Structured Finance/Derivatives

Jones Day lawyers have been at the forefront in the development and documentation of transactions involving customized and highly structured financial instruments, such as synthetic securities (including synthetic CDOs) and structured note trusts. These transactions typically utilize derivatives to create, alter, or manage cash flows. Prominent examples of the Firm's work in this area include:

The structuring and documentation of synthetic collateralized debt obligations ("synthetic CDOs") that utilize credit derivatives on reference entities or assets such as commercial bank loans, corporate debt, and structured securities, including the first debt-for-tax structure.
Cross-border offerings of synthetic structured notes utilizing credit derivatives and certificates of deposit, listed on the Luxembourg Stock Exchange.
Structured synthetic securities in which the cash flows from long-term bonds are recreated into short-term securities eligible for investment by money-market funds.
Structuring and development of transactions that achieve, through the use of total-return swaps, synthetic advance refunding of outstanding bond obligations.
Development and structuring of numerous "asset-swap" trusts in which the cash flows of underlying fixed income or equity securities held in trust are modified by a variety of derivative instruments tailored to provide synthetic returns, buy or sell credit protection, or hedge sovereign or convertibility risk.

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Lawyers Staff Overview Experience Professionals News Publications Achievements Main Practice Banking & Finance	Jones Day lawyers have been at the forefront in the development and documentation of transactions involving customized and highly structured financial instruments, such as synthetic securities (including synthetic CDOs) and structured note trusts. These transactions typically utilize derivatives to create, alter, or manage cash flows. Prominent examples of the Firm's work in this area include: The structuring and documentation of synthetic collateralized debt obligations ("synthetic CDOs") that utilize credit derivatives on reference entities or assets such as commercial bank loans, corporate debt, and structured securities, including the first debt-for-tax structure. Cross-border offerings of synthetic structured notes utilizing credit derivatives and certificates of deposit, listed on the Luxembourg Stock Exchange. Structured synthetic securities in which the cash flows from long-term bonds are recreated into short-term securities eligible for investment by money-market funds. Structuring and development of transactions that achieve, through the use of total-return swaps, synthetic advance refunding of outstanding bond obligations. Development and structuring of numerous "asset-swap" trusts in which the cash flows of underlying fixed income or equity securities held in trust are modified by a variety of derivative instruments tailored to provide synthetic returns, buy or sell credit protection, or hedge sovereign or convertibility risk.