Basket performance is multiplied by 2.5 and returns are uncapped
US investors can choose from protected or leveraged versions
Quarterly coupon gives 10% annual return in the absence of kickout
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 Barrier options articles
Societe Generale sets barrier at 60% in income product for UK retail
Index-based product structured to limit upside and protect downside
Up three times
Capital-at-risk products with a 60% barrier have crept into the retail market and are becoming increasingly ubiquitous. But is the extra risk they pose appropriate for retail investors?
Coupons and capital risk
Fixed coupon for the cautious
Taking a bite of sour Apple
Long-haul leveraged return
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.