Autocallables thrive on higher volatility

News

The recent intensification of market volatility has been the catalyst for the plethora of autocallable structured products that have come to market over the past few months. Prior to the volatility, autocallable structures were burdensome to construct because of the difficulty in providing growth above that of low interest rates. However, market conditions over the past four to six weeks have been conducive to launching autocallable products, which are considered a competitive alternative.

"T

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: