Risk-rating structured products is a complex task

Separating market risk from credit risk in ratings methodologies makes little sense

Tim Mortimer, Future Value Consultants

In recent months, the debate over how best to convey the relative riskiness of structured products to retail investors has reached fever pitch. Played out at both a UK and an EU-wide level between European watchdogs and parties such as the UK Structured Products Association (UKSPA), there is as yet little sign of consensus.

In November, the three European Supervisory Authorities (ESAs) jointly issued a discussion paper that included a section on how risk ratings could be calculated and conveyed

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free registration? Click here

This address will be used to create your account

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 individual account here