Analysis: the challenges of VaR in large portfolios of structured products

International | Features

13 Oct 2021 by Tim Mortimer

The risk management concept of value-at-risk (VaR) is a well-known and accepted framework which has importance in all aspects of financial analysis and trading desk operations.

US regulation: Libor hiccups, product complexity, and post-Covid tensions

North America | Features

29 Sep 2021 by Lavanya Nair

In the second part to the feature with Chris Schell, partner at law firm Davis, Polk, and Wardwell, Schell discusses current and pressing trends along with key issues around which the US regulatory environment is constantly evolving.

View from the top: Investors want to see their portfolio all in one place

Europe | Features

28 Sep 2021 by Pablo Conde

HANetf’s move to bring defined outcome ETFs to the European market proofs the increasing demand to access yield and protection via different wrappers remains.

Structured ETFs vs structured notes: a tussle or a tango?

North America | Features

10 Sep 2021 by Lavanya Nair

As the explosion in popularity of structured (buffered) exchange-traded funds (ETFs) has swept through the US market, structured product investors now have the advantage of opting for ultimate customisation and protection within their portfolios.

SG QIS (part 2): rotation more efficient than ‘swinging the bat’ across trades

International | Features

02 Sep 2021 by Pablo Conde

The French bank has developed new underlyings to respond to demand from clients seeking exposure to sustainable assets, multi-factor and rotation strategies.

SG QIS: alternatives for yield and protection remain in focus

International | Features

01 Sep 2021 by Pablo Conde

After a tough 2020 dispersion and market neutral strategies are driving significant activity again.

Deutsche Bank: investors are looking for long-only structures with defensive tilts

International | Features

11 Aug 2021 by Pablo Conde

Deutsche Bank (DB) has shared its recent QIS research, which describes current market conditions and the performance of individual strategies developed by the bank, as well as a paper on equity value.

Autocalls: looking around for volatile underlyings

Europe | Features

22 Jul 2021 by Marc Wolterink

Since their Covid-induced collapse in March 2020, the financial markets have shown a consistent upward trend, which is reflected in the performance of shares and indices that are used as underlying for structured products.

Underlying issues (part 4): Target outcome & cryptos

International | Features

11 Jun 2021 by SRP News

Target outcome indices have increased their visibility in the US market over the last 12 months while recent activity in the digital assets space has also triggered the development of new underlying strategies tracking the crypto world.