High-net-worth investors pile into dollar and commodity structures as PBoC loosens
Products still seen as easier sell than issuer-callables
Price drop and volatility spike drives interest in oil-linked structures
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Autocallable articles
Two-year Facebook autocallable matures early
Six-year product exploits low correlation between sectors
Schlumberger product puts capital at risk if American barrier is breached
Investors shrug off smaller coupons and higher barriers in August
Six-year autocall kicks out after two years and pays 9% a year
Five dealers to launch Asia-focused platform in drive to boost margins
Allocation and better terms drive investors to single-stock underlyings
Quarterly coupon gives 10% annual return in the absence of kickout
Supertracker and autocallable structured notes sold as equity replacement
Distributor targets UK investors with four FTSE stocks
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.