Amherst Derivatives Trading LLC is a leading liquidity provider, intermediary and consultant in the markets for mortgage-related interest rate and credit derivatives. Amherst Derivatives has thrived in the volatile subprime mortgage market by evaluating the systemic layered risks in mortgage credit and proceeding judiciously to manage directionally “short” strategies with respect to certain mortgage-backed securities. This approach has made Amherst Derivatives an emerging presence in the markets for credit default swaps, providing transactional services and position analysis for institutional customers.

 

Our position analysis work has led to expanded consulting arrangements with our clients, ranging from large hedge funds with little mortgage expertise to established investors in these markets. These arrangements have been structured to facilitate informed investment decisions, and shared risks and rewards.