The three most popular underlyings for US reverse convertibles in August were Freeport-McMoran Copper & Gold, General Electric and MetLife. We look at three structured products based on each underlying,...
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.
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This month we will define correlation and its effect on a portfolio, as well as on the pricing and properties of a structured product linked to a basket. In the next issue, we will consider how correlation is marked and traded and the effect of different...
The largest year-on-year change in the Europe FVC indexes was the 15.66% seen in the accelerated growth index. The change for the same period in the region's benchmark Eurostoxx 50 index was an increase of 10.7%. The rise in the accelerated growth index...
BNP Paribas has launched an annual kickout structured product that offers a 7% coupon on early termination as well as an innovative barrier mechanism. The Athena Gap is a five-year product based on the Eurostoxx 50 that does not protect principal at maturity...
JP Morgan is offering US investors a six-month reverse convertible with an autocall based on the worst performance of two underlyings, the Russell 2000 and the SPDR S&P Metals and Mining ETF. A high income comes with a risk to capital
Morgan Stanley's leveraged product falls back in line with market conventions, but some products in the latest issuance feature extended tenors and reduced participation rates
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
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