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 white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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.