Insights

A selection of actionable insight, commentary and analysis on the major trends shaping the structured products markets.

Showing 12 of 5864 results
Products
Product wrap: SG rolls out thematic baskets in France

23 Oct 2026

Product wrap: SG rolls out thematic baskets in France

In this week’s wrap, we look at a selection of structured products with strike dates between 18-24 October 2026.

Market
Numerix demos agentic AI for autocallable pricing

23 Oct 2026

Numerix demos agentic AI for autocallable pricing

A live demonstration showed how an AI agent can use existing documentation and Python examples to generate pricing code for a worst-of barrier reverse convertible.

Analysis
Index Greeks H1 2026: March sell-off drives spike in index Greeks before Q2 recovery

21 Oct 2026

Index Greeks H1 2026: March sell-off drives spike in index Greeks before Q2 recovery

Delta, Vega and Gamma exposures on structured products linked to major equity indices peaked during the March sell-off and eased as markets recovered in the second quarter, with the S&P 500 the main risk driver throughout.

People
People: Halo, Maverix, Solactive and MSCI announce senior appointments

21 Oct 2026

People: Halo, Maverix, Solactive and MSCI announce senior appointments

Senior appointments across structured products, investment solutions and index development see moves at Halo Investing, Maverix and MSCI, alongside leadership changes at Standard Chartered and MUFG.

Market
Crypto shifts from speculative novelty to portfolio complement: Schwab study

20 Oct 2026

Crypto shifts from speculative novelty to portfolio complement: Schwab study

The research shows half of digital asset owners hold crypto alongside traditional investments, while fraud concerns and regulatory ambiguity remain top hurdles for non-owners.

Technology
AI and tokenisation to drive wealth management growth: Morgan Stanley

20 Oct 2026

AI and tokenisation to drive wealth management growth: Morgan Stanley

Morgan Stanley forecasts global assets under management could approach US$250 trillion by 2030, with artificial intelligence (AI), tokenisation and evolving market infrastructure emerging as key drivers of industry growth.

Regulation
FSB sets out 12 practices for responsible AI use in finance

19 Oct 2026

FSB sets out 12 practices for responsible AI use in finance

The Financial Stability Board has finalised guidance for financial institutions on managing artificial intelligence (AI) risks, with a focus on governance, cybersecurity, data quality and human oversight.

Market
SRP weekly: digital QIS and proprietary indices chart a new course

19 Oct 2026

SRP weekly: digital QIS and proprietary indices chart a new course

The most read stories in the past seven days from our news desk.

Market
Bloomberg: multi-asset strategies gain ground as investors seek diversification

16 Oct 2026

Bloomberg: multi-asset strategies gain ground as investors seek diversification

Custom indices are evolving to deliver more targeted payoffs, manage concentration risk and extend systematic strategies across structured notes, annuities and ETFs.

Market
Thomas Kelly expands international adviser network

16 Oct 2026

Thomas Kelly expands international adviser network

Thomas Kelly Holdings plans to expand its adviser network across the UAE, Europe and Asia over the next 12 months.

Products
Product wrap: CA launches large ticket on Euronext PAB in France, JPM tracks Asian indices in Sweden

16 Oct 2026

Product wrap: CA launches large ticket on Euronext PAB in France, JPM tracks Asian indices in Sweden

In this week’s wrap, we look at a selection of structured products with strike dates between 11-17 October 2026.

Analysis
When the Greeks get it wrong (Part 2): better models, bigger risks - why Heston doesn’t solve model risk

15 Oct 2026

When the Greeks get it wrong (Part 2): better models, bigger risks - why Heston doesn’t solve model risk

More sophisticated volatility models can better capture smiles, skew and stochastic volatility, but they also introduce new parameters and sources of uncertainty. Jumps, calibration and imperfect hedging show why greater model complexity does not necessarily mean lower risk.