Trade of the Month: Volatility as an asset class
Structured products offered to the US market are becoming more diverse in terms of the assets they track, but a harsh structuring environment is causing providers to extend maturities.
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Analysis articles
US issuance shifts from domestic to international equities, while the participation rate for the latest Goldman Sachs offering hits three times the returns of the MSCI EAFE Index.
Real estate is gaining popularity as an underlying, with a handful of products tracking iShares Dow Jones Real Estate Index fund in recent issuances.
While US equities continue to dominate the issuance, products have diversified into small and mid-cap indexes.
US equities were the major theme in index-linked issuance at the end of last week, although diversification away from the S&P 500 was on offer from some providers.
While volumes have been healthy in the US market this week, maturity dates are being extended, but there is still innovation to be seen
Royal Bank of Canada is the only player in the issuance with its reverse convertibles, a handful of which are based on natural resources.
The latest structured products released in the US public market include a divergence of exposures, split between reverse convertibles and accelerated growth. Underlyings are dominated by US and emer...
Royal Bank of Scotland dominates the lastest US public issuance with its reverse convertibles, while precious metals hold their position as a popular underlying.
Bank of Montreal has made its first appearance in the FVC listings with a reverse convertible on a financial stock.
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.