27 June 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.
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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.
26 Jun 2025
Vanna: calibrating Delta hedges
As we have seen in previous articles of this series, analysing the role of individual Greeks in derivatives and structured products is an important part of risk management.
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.
28 May 2025
Rho: a key parameter in interest rate-sensitive environments
The previous articles in this Greek textbook series explored Delta,...
23 May 2025
Spotlight on Apac: underlying sector trends in Q1 2025 – single stocks
Nvidia leads the pack as the most-used underlying in the technology...
20 May 2025
France 2024 (part 3): decrement indexes closer to risk thresholds
In the third and final part of the analysis of the French structured...
19 May 2025
France 2024 (part 2): structured products versus ETFs
In the second part of our analysis of the French market, we compare...
16 May 2025
Spotlight on France 2024: returns maintain at high levels
Structured products maturing in the French market returned an average annualised coupon of 8.3% during 2024.
14 May 2025
Beyond individual products: structured ETFs, funds and accounts
Funds and SMAs are increasingly gaining traction with investors as they offer a diversified portfolio across risk, underlyings and issuers.
02 May 2025
France 2024: ESG, decrement assert their position
We look at exposures by asset class and underlying as well as payoff types and investment terms in the French market in 2024.
01 May 2025
France 2024: yield enhancement back on top as capital protected rates lose traction
Sales of structured products in the French market recorded a slowdown in the second half of 2024 after a 30% increase in H1 24.