Analysis Insights | Structured Products

11 September 2025

Analysis: identifying opportunities and relevant market signals

In this article we look at how the risk profile of structured products change when barrier options were triggered and how monitoring the Greeks can help identifying opportunities and relevant market signals for the issuance of structured products.

Comparative analysis: MS MAP Trend vs Barclays Trailblazer

Products linked to strategy and custom indices have long been a niche but important part of the retail structured products market.

08 Sep 2025

TIS: complex underlyings fail to keep pace

Recent research from the index ratings and analytics specialist firm provides insight on how the design of index strategies can have a significant impact on their performance, especially at times of market turmoil.

05 Sep 2025

Nvidia vs Roche: barrier risk analysis

In this analysis we look at the barrier risk through two of the most significant single-stock underlyings in the structured products market: Nvidia and Roche.

29 Aug 2025

Spotlight on… Asia Pacific’s payoff trends in H1

Autocallable reverse convertibles and phoenix autocalls recorded a higher market share this year in the region.

27 Aug 2025

Charm: measuring the change of Delta with respect to time

In this article, we will continue the exploration of different Greeks...

22 Aug 2025

Index providers: Americas, Emea see double-digit declines, Apac shows stability

SRP analysed how the main index providers fared during in the spring...

22 Aug 2025

Spotlight on… SPX futures indices in structured notes

This year has seen a continued momentum of issuances linked to the S&P...

15 Aug 2025

Spotlight on… the Dach region (Q2 2025)

Sales in the region increased by almost 60% YoY.

13 Aug 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.