German banks agree to reveal structured product valuations
In a bid to stay one step ahead of the regulators, a consortium of major German banks has volunteered to boost disclosure around the pricing and payout probabilities of their structured products
Seventeen issuers of structured products in Germany have committed to markedly expanding the information they disclose about their products, according to Deutscher Derivate Verband (DDV), an industry lobbying group.
Beginning May 1, 2014, the banks, including Citi, Deutsche Bank and Goldman Sachs, will disclose the estimated value of their products – a number that will show the banks' profit margins – and indicate, for certain capital-protected products, what the probabilities are that investors
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