Ernesto Prado is Chief Investment Officer and Partner at Ayaltis AG. Prior to founding Ayaltis, Ernesto was CIO of Peak Partner SA. The funds under his responsibility were rewarded with two InvestHedge Awards (2007) for best-risk adjusted returns in the fixed income category during the subprime crisis.
He has also worked at Fidelity Investments in Boston and Salomon Brothers in New York and London in their Fixed Income Derivatives Group. In 1998 he restructured Salomon's LTCM fixed income derivative portfolio in extremely volatile conditions.
Q2 - Do you believe the current economic environment continues to offer credit arbitrage opportunities?
Geographically where do you see these opportunities and within specific asset classes where do you see them?
Q3 - Given the loss in credibility and confidence that banks are facing plus the need for them to comply with increasing regulation (Basel III) which strategies do you believe have the potential to perform going forward?