13 August 2025
SRP Analysis – Greek sensitivities during the tariffs shock
In this article we look at the Greek dynamics of several underlyings used in structured products following the “Liberation Day” tariffs announcement earlier this year.
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11 Aug 2025
Best performing products Europe H1 2025: Goldman’s sprinter beats autocalls
SRP reviews some of the best-performing products across European markets in the first half of the year.
08 Aug 2025
Spotlight on… index-linked products: knock-in barriers held strong on Liberation Day
Less than one percent of over 38k products analysed by SRP had their barriers breached.
01 Aug 2025
Spotlight on… Apac’s asset classes and underlying trends in H1
The use of single stock structures was favourable in Hong Kong SAR; short tenor products remained popular in the first half of the year.
25 Jul 2025
Spotlight on … global market trends – steady growth
The global structured products market remains in good shape and has more than doubled since 2020 with sales reaching an all-time high in 2024.
11 Jul 2025
Spotlight – Europe Q1 2025 (part 3): issuance declines as rates-linked cap prot loses steam
The number of non-equity products with capital protection has...
09 Jul 2025
Custom indices: dynamic strategies head-to-head
In this article we compare the characteristics and performance of two...
08 Jul 2025
Q2 crash and rebound: only five percent of Nvidia-linked products at risk of loss
In this analysis, we explore how close yield enhancement autocallable...
04 Jul 2025
Europe Q1 2025 (part 2): equities remain dominant
Equity underlyings continued to dominate the structured products...
27 Jun 2025
Europe Q1 2025: higher sales driven by Swiss recovery
In the first quarter of 2025, the European market achieved a strong rebound in both issuance and sales volumes.
27 Jun 2025
Analysis: extracting, aggregating and enriching the option Greeks
In this article, we look at how aggregation of different Greeks provides extra insights when managing underlying risk.
11 Jun 2025
Inverse autocallable BRCs: playing the downside
Inverse autocallable barrier reverse convertibles are one example of inverse or bearish products that are designed to offer attractive returns if the underlying asset declines.
06 Jun 2025
Europe: bearish Phoenix take over as fixed income notes lose steam
Interest rate-linked structured products continue to play a key role in Europe, though with different regional preferences.