27 Nov 2020 by Tim Mortimer
Meet the ‘Greeks’: first order sensitivities
This article is the first of two pieces looking at the importance and role of ‘Greeks’ in structured products and derivatives.
03 Nov 2020 by Tim Mortimer
Under the microscope: S&P 500 structures on track to deliver
We look at the potential trajectory of several structures’ secondary value to highlight the importance for investors to understand their position in a portfolio.
28 Oct 2020 by Eric Barthe
An in-depth look into dispersion trades
Spot dispersion or Palladium products have proven successful this year. The payoff is not totally straightforward and the risks associated with that product even less so, let’s take a look.
31 Aug 2020 by Lavanya Nair & Pablo Conde
Credit Suisse gains momentum via prop index FIA link-up
Credit Suisse’s Momentum Index is licensed as the underlying of a debut fixed index annuity (FIA) product developed in collaboration by A-CAP and AmeriLife.
18 Jun 2020 by John Lau
The structures that work best in times of market turmoil
At the time of writing in April 2020, we have witnessed one of the most volatile periods in the financial markets since the 2008 global financial crisis (GFC).
30 Apr 2020 by Eric Barthe
Hedging structured products during the corona crisis: where did it go wrong?
Sharp declines in value across asset classes triggered by the Covid-19-related turmoil have had an impact on structured products. As financial engineering expert Eric Barthe discusses, widespread sell-offs in most markets, spikes in volatility and the very real prospect of losses faced by product issuers have all contributed to the ongoing turbulence.
24 Mar 2020 by Eric Barthe
Impact of the recent market correction on structured products: an analysis
The current market turmoil and increased uncertainty are impacting how structured products are behaving, as financial engineering expert Eric Barthe explains.
09 Mar 2020 by Nikolay Nikolov
Growing the French retail market for structured products
French distributors are betting on the open architecture approach and the capital protection profile of structured products to continue growing the retail market. SRP looks at the benefits of open architecture and profit-motivated retraction, which has long been part of the distribution of structured products in France.
07 Jan 2020 by Tiago Fernandes
Leveraging indices for US structured products
US investors have a long history of using US equity indices as a vehicle to access equity exposure.