JP Morgan and UBS both filed products linked to seasonal underlyings with the SEC on April 19
Peter Slater leaving CLS to take up op risk role at Standard Chartered
Most of the latest structured products filed with the US Securities and Exchange Commission are linked to shares of companies from the energy and natural resources sector
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 Ubs articles
Barclays Bank has offered a digital and a leveraged return product in the US, both of which offer high rates of return
Bank of Montreal has filed a coffee company-linked product with the SEC, and UBS has registered another seven reverse convertibles
All the structured products filed with the US Securities and Exchange Commission on March 27 were reverse convertibles
Fourteen reverse convertibles, mostly from UBS, one autocallable and two leveraged return notes make up the latest batch of structured products to be filed with the SEC
Goldman Sachs is offering a leveraged return note based on an extraordinary 20 US stocks. Friday's registration of structured products for the public issuance market was otherwise peppered with reve...
JP Morgan and HSBC have filed principal-protected notes with lengthy terms with the SEC, while UBS has registered three five-year autocallables linked to ETFs
UBS and Credit Suisse have both filed products based on the performance of Apple shares with the SEC. Half of the latest products registered with the regulator are leveraged return notes
Thirty-one structured products were registered with the US Securities and Exchange Commission on March 9, with UBS providing nine autocallables and reverse convertibles
A mass of new structured products registered in the US public market are dominated by HSBC and UBS, though Goldman Sachs stands out in terms of tenor with its five-year capital-protected note
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.