Timothy J. Cox Executive Director - Fixed Income Debt Capital Markets Origination - Syndication IG Corporate Bond Sales & Trading - Floating Rate Note Reverse Inquiry - Liability Management I come to you as an accomplished Debt Capital Markets Officer with a multi asset class book of senior ...more

Timothy J. Cox Executive Director - Fixed Income Debt Capital Markets Origination - Syndication IG Corporate Bond Sales & Trading - Floating Rate Note Reverse Inquiry - Liability Management I come to you as an accomplished Debt Capital Markets Officer with a multi asset class book of senior corporate treasury relationships. I possess a proven track record in achieving benchmark corporate bond origination mandates for a diverse group of domestic and global clients. My clients have rewarded our efforts with active book running mandates in domestic and global benchmark offerings and discrete unsolicited corporate buybacks. Prior to my joining Mizuho we had only been relegated as a co-manager and not one of these clients had ever chosen us for an Active or Passive role in any fixed income financings. I was assigned the task of increasing wallet share of the bank's most strategic and valuable clients. These global clients included but not limited to Aflac, AIG, MetLife, Prudential, IBM, American Honda, American Express, NASDAQ, Ares Capital and every client of the bank that needed Plain Vanilla Structures or Creative Floating Rate Funding. I achieved 100% of my assigned clients new issue active book running mandates plus added numerous corporate buybacks. In addition, I was awarded multiple sole led benchmark reverse inquiries that I personally sourced and we ultimately placed in strong institutional buy and hold accounts. From start to finish we executed several multi-billion new issue Fixed and Floating Rate transactions. I was also our DCM Floating Rate specialist. I successfully generated numerous bespoke opportunistic risk free reverse inquiries across multiple asset classes within our DCM platform. This proven technique allowed us to increase the wallet share for each client while minimizing execution risks for issuers, asset managers and our own trading desks. I strongly believe that we are in for a resurgence in demand for floating rate products. I have witnessed this financial cycle before and smart money buys FRN’s before rates go up. Our corporate treasurers can tap into opportunistic FRN funding created by surging demand for short duration assets fueled by rising rates and the replacement of LIBOR with SOFR based floaters. Our business is becoming more and more data driven and highly technical but we are still predominantly a people business. The true leaders of our industry recognize that knowing our clients and their needs will allow us to stand head and shoulders above our peers. Warmest Regards, Timothy J. Coxless