Leveraged Return Note
Capped upside in leveraged return notes works in gently rising markets
Handsome uncapped rewards for US investor despite leveraged downside
Credit Suisse launches five-year note on European benchmark
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Leveraged Return Note articles
Trade of the month: the best structures for low volatility and low interest rates
Tim Mortimer analyses the latest monthly trends in the US and UK structured product markets
Long-haul leveraged return
Banks have launched a swathe of S&P 500 leveraged return notes on the back of new highs for the benchmark US equity index
Despite the recent poor performance of European equities, three US banks have registered leveraged return notes based on the Euro Stoxx 50 Index in a single week, some with unusually long maturities
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.