A simple pair-trading strategy based on autocorrelation can be profitable if applied over non-standard time frames. They observe that, for such a strategy, exchange-traded funds are more suitable than...
The US regulator has published a report saying issuers and sellers should be doing more to manage conflicts of interest that arise when deciding which products to sell and to whom
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Structured products articles
Declining sales figures blamed for the redundancy of Legal & General structured products head James Harrington, but it's 'business as usual', says the firm
Barclays is offering a 12-month reverse convertible based on the stock of Valeant Pharmaceuticals. The high coupon is typical of shorter-term structures of this type that allow for some risk to capital
This defensive autocall from Société Générale could well pay decent returns, but there is a lower likelihood that the call will be triggered
The dramatic fall in the price of Research In Motion shares has inflicted capital losses on investors who took a stake in this six-month reverse convertible from UBS. Stability towards the end of the term was not enough to keep the underlying from sliding...
Spain's main benchmark index is seeing increased interest from investors abroad following its devaluation throughout the financial crisis, say bankers. The Ibex 35 peaked at 16,000 points in 2007 but is now almost half that, leaving some investors confident...
The US structured products market in August showed exactly the same features and preferences as it so often does – an obsession with leveraged return notes and the S&P 500
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future