Risk managing structured products in a falling market

Capital-at-risk products with European-style barriers inherently more vulnerable in a downturn

Tim Mortimer is managing director of Future Value Consultants

When other investments outperform structured products, it is tempting for investors – or regulators – to apply a curious hindsight when deciding how the products should be judged.

Recent months have seen equity markets behave in a volatile fashion, with some significant losses posted during this period and several product types – notably autocalls with exposure to the Hang Seng China Enterprises Index (HSCEI) – becoming vulnerable as

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


Want to know what’s included in our free membership? 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