Insights by Tag:

Decrement index

Analysis
France 2024 (part 3): decrement indexes closer to risk thresholds

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 product market, SRP sheds light on the knock-in levels used in the market in 2024.

Analysis
Spotlight on US: decrement indices stagger

01 Nov 2024

Spotlight on US: decrement indices stagger

The demand for decrement indices in the US structured note market has been faltering despite this year’s growth.

Analysis
Europe:  knock-in barriers show shift to lower protection, coupon levels in slow decline

04 Oct 2024

Europe: knock-in barriers show shift to lower protection, coupon levels in slow decline

SRP reviewed 8,350 coupon paying products linked to equity indices featuring a down-and-in put.

Analysis
Spotlight on Europe: future early redemption barriers by date and level

13 Sep 2024

Spotlight on Europe: future early redemption barriers by date and level

In the second of a two-part article, SRP analyses barrier autocalls and their ability to absorb stock market declines.

Expert View
Spotlight on France: single stock indices, rates prosper, mixed fortunes for decrement

20 Jun 2024

Spotlight on France: single stock indices, rates prosper, mixed fortunes for decrement

Structured products linked to single stock indices and interest rates have registered the biggest growth in the French market.

Products
Spotlight: EU investors return to benchmarks as decrement weakens

05 Apr 2024

Spotlight: EU investors return to benchmarks as decrement weakens

In the second of a three-part series, SRP reviews the performance of index-linked products in Europe during 2023.

Market
SRP in brief: bouncing back

18 Mar 2024

SRP in brief: bouncing back

In a week that saw SRP launch its first wrapper guide for Europe, Belsipa announced Q4 2023 primary market sales of structured products increased by 289% from the previous quarter.

Analysis
Analysis: enhancing risk management of single stock underlyings

13 Mar 2024

Analysis: enhancing risk management of single stock underlyings

In this analysis piece, we look at the rationale behind a growing underlying type in the European structured products market.

Expert View
Analysis: enhancing risk management of single stock underlyings

12 Mar 2024

Analysis: enhancing risk management of single stock underlyings

In this analysis piece, we look at the rationale behind a growing underlying type in the European structured products market.

Market
Spotlight on… performances in France

04 Aug 2023

Spotlight on… performances in France

Structured products expiring during Jan-May 2023 returned average annualised coupons of 8.50%.

Market Reviews
UK Market Review, May 2023: issuance boom, FTSE ESG and risk control indices debut

26 Jul 2023

UK Market Review, May 2023: issuance boom, FTSE ESG and risk control indices debut

One hundred and twelve products were added to the UK database in May.

Products
Solactive: AI adds value to the final product

19 Jul 2023

Solactive: AI adds value to the final product

Solactive has become one of the main providers of thematic underlyings in the structured products market over the last two years.