Tim Mortimer discusses the characteristics of the two main types of barrier found in structured products
Legal & General was one of the top three issuers of structured products in the UK in June
HQX is offering UK investors a two-year investment in three liquid UK stocks, with a European barrier set at 80%. An annual coupon of almost 10% is potentially on offer
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Structured products articles
StartPoint Investments has expanded its UK product range with the creation of a six-year autocallable with a return based on a selection of liquid UK stocks, and the capital protection contingent on the FTSE 100
This Technology Special Report focuses on the technology platforms that banks are now using to distribute structured products. All asset classes are covered, with a particular emphasis in one of the articles on foreign exchange platforms, as the forex...
As financial advisers in the UK adapt to the commission ban introduced by the Retail Distribution Review, the Financial Conduct Authority is turning its attention to platforms. But could its proposals have unintended consequences? By Vita Millers
Brett Jefferson’s Hildene Capital Management has made a killing investing in beaten-down assets. His fund is the winner of hedge fund of the year and best distressed hedge fund, Americas Awards 2013
Prosiris Capital Management, named the best emerging hedge fund manager at the Americas Awards 2013, has made strong returns investing in credit assets that were overlooked by its peers
Risk management of equity-linked structured notes requires consistent modelling of both stocks’ smiles and stochastic interest rates. Existing approaches require costly computations to capture highly curved smiles – especially at long-dated maturities....
It was never that important to define the valuation of a structured product during the lifetime of the investment. Although it was fine at maturity, there was little point in attempting to value a product before, as the most likely reason for selling...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014