UK investors have been offered an autocall with a 50% American barrier by Mariana Capital, which has used Royal Bank of Canada as the issuer for the new plan. An early call could deliver an 8.25% return...
This defensive autocall from Société Générale could well pay decent returns, but there is a lower likelihood that the call will be triggered
We consider the pricing of a special kind of option, the so-called autocallable, which may terminate prior to maturity due to a barrier condition on one or several underlyings. Standard Monte Carlo algorithms...
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 Autocallable articles
Autocallables in South Korea have lost product providers money because of the disappointing performance of the Kospi 200, the proxy for the local stock market. Additionally, the destruction of the warrants market means banks have to take on the risk themselves....
Reyker is offering UK investors something extra with its latest autocallable. The six-year dual-index income plan uses the Euro Stoxx 50 and FTSE 100 as underlyings and includes a 50% European barrier
A partnership with Barclays and a move to buy the Cofunds electronic platform is helping to put Legal & General on the UK map for structured products. L&G's James Harrington talks to Vita Millers about the challenges of distributing products in the current...
An autocallable warrant with an emerging markets index as the underlying may not sound that exciting, but it was the first of its kind in Mexico last year and was so successful that it has secured BBVA Bancomer's place as the number one structured product...
Volatility in most equity indexes has been comparatively low over the past two years, especially compared to the levels seen during the onset of the financial crisis. This has had a dramatic effect on structured product design. In this issue, we look...
Tim Mortimer analyses the latest monthly trends in the US and UK structured product markets
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
Sweden, 15th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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