Three indexes offer liquidity and varying levels of protection
Indexes fail to recover in time to trigger kickout and additional returns
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 Capital protection articles
Capital-protected eight-year note tracks multi-manager strategy with volatility control
Firms that manage family fortunes say structured products have come a long way since the financial crisis, but their use in family office portfolios remains limited
Penser is partial to protection
A roundup of structured products that Barclays distributed via UK IFAs in 2012 reveals good returns were possible even in flat markets. Despite many underlyings experiencing a bear market, investors...
Catering to the cautious
Investors in Greece appear calmer than in May and June, when fears of currency redenomination saw structured product sales surge
A cut and a cap
Believing in the bull and the bear
An index based on other indexes can offer institutional investors sophisticated strategies and retail investors easier access to capital-protected products in difficult structuring conditions, say i...
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.