8 October 2025
Darwin autocalls: survival of the fittest
This hybrid autocall structure was brought to the market in the late 2010s as a three to one autocall payoff type.
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03 Oct 2025
Europe Q2 2025 (part 2): changes in asset class exposures
The second quarter of 2025 recorded changes around the use of stocks, indices and interest rates in the European structured products market.
26 Sep 2025
Europe, Q2 2025: Belgium, Italy stand out as market expands YoY
The European structured products market delivered a solid performance in Q2 2025.
25 Sep 2025
Analysis: jump over the barrier and back strategy
This fourth article explores the “jump over the barrier and back” strategy specifically within the framework of barrier reverse convertibles (BRCs).
24 Sep 2025
SRP Greeks analysis: evaluating backtesting
Using backtested data sets can be useful for traders to gain extra insight.
11 Sep 2025
Analysis: identifying opportunities and relevant market signals
In this article we look at how the risk profile of structured products...
10 Sep 2025
Comparative analysis: MS MAP Trend vs Barclays Trailblazer
Products linked to strategy and custom indices have long been a niche...
08 Sep 2025
TIS: complex underlyings fail to keep pace
Recent research from the index ratings and analytics specialist firm...
05 Sep 2025
Nvidia vs Roche: barrier risk analysis
In this analysis we look at the barrier risk through two of the most...
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 and examine a key second-order Greek known as “Charm”.
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 of 2025, highlighting a shift in market share, sales dynamics and regional trends.
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 500 Futures Excess Return (ER) Index, including variants with a volatility control or decrement feature.