RVAC LLC, Logo Our mission is to partner with global financial services and corporate firms to provide innovative and cost-efficient risk management solutions, analytics, and valuation assessments.

Trading Products:

Credit Derivatives and Corporate Bonds
  • Credit Default Swaps and Swaptions, Recovery Swaps.
  • Bonds, Loans (Term and Revolving Facilities), Total Return Swaps.
  • Nth-To-Default Baskets.
  • Synthetic Collateralized Debt Obligations.
  • Standard Index Tranches and Tranches on bespoke portfolios and formats.

Mortgage

  • Pass- throughs, agency and non-agency MBS.
  • Rates and swaption volatility.
  • Govt. bonds, TIPS.
  • Duration Hedging.
  • Hybrids.

Equities

  • Cash.
  • Derivatives and Structured Exotics.
  • Volatility Products.
  • Warrants.
  • ETF.
  • Convertible Bonds.
  • Algorithmic Trading Strategies and Market Impact.

Corporate Finance

  • Accelerated Share Repurchase.
  • Collar and Monetization.
  • Capital Structure and Optionality.
  • L3 Financing.
  • Hedging and Valuation.

 

AI and Computational Analytics

Predictive analytics and AI- based solutions for Financial firms and Corporates; Experience in deep learning and visualization based applications.