Six-year product exploits low correlation between sectors
Schlumberger product puts capital at risk if American barrier is breached
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Autocallable articles
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
Up three times
Six Morgan Stanley retail products maturing in 2013 produced annualised returns of 11–14%, while the bank's worst-performing growth products came in flat to the market
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.