Tag: Volatility
Allianz’s Structured Alpha fiasco – lessons for investors
North America | Products
28 Jun 2022 by Pablo Conde
A purely returns-based analysis could have shed light on sources of risk and alpha within the Structured Alpha range.
SRPInsight issue 15: recycling risk
International | Industry
07 Jun 2022 by SRP News
Issue 15 of our e-mag is out and ready to download.
Funds of structured products: taking advantage of peaks in volatility
Europe | Products
31 May 2022 by Marc Wolterink
SRP did the rounds to see how the various funds of structured products coped with the negative sentiment in the equity markets in April.
Recycling risk (Part 2): offloading vol
International | Industry
11 May 2022 by Pablo Conde
Market players talk about how implied volatility is managed by trading desks, and its role in triggering the shift away from traditional equity index-linked autocallables and reverse convertibles structures.
Recycling risk: volatility and structured products
International | Industry
10 May 2022 by Pablo Conde
Structured products with all their complex underlyings and payoffs are in many cases a way for investors to sell volatility in a packaged product.
DDV: discount certificates proved their worth in 2021
Europe | Products
04 May 2022 by Marc Wolterink
Eighty-three percent of discount certificates generated a positive return in 2021, according to a report commissioned by the German Derivatives Association (Deutscher Derivate Verband – DDV).
SRP Europe Awards 2022: RCB takes the lead in sustainable investing, inflation protection
Europe | Conferences
03 May 2022 by Marc Wolterink
Raiffeisen Centrobank (RCB) has won the award for Best Distributor Austria, Best Performance Austria, and Best Performance Germany at this year's SRP Europe awards.
TrueMark: investors are educating themselves on buffered ETFs
North America | Products
09 Mar 2022 by Lavanya Nair
The target demographic of defined outcome ETFs has shifted in the past year with investors evolving from those who were volatility averse and nearing retirement to a wider cross section of investors.
The appeal of high vol: a ride with Tesla
International | Industry
24 Nov 2021 by Suzi Hampson
The electric car manufacturer has become the second stock underlying in the US structured products market after Apple.
