Deutsche Bank also followed up its recent stock-linked note with two more variations on the theme. The notes link to the same collection of 15 stocks (US commodity and energy sector equities) in either a one year or two year version. The participation rate is set at 300%, with no downside protection. The cap on the two year product is set at 53%, which is 7% lower than the same version of the product that priced in late May.
Accelerated growth was undoubtedly the structure of choice yesterday, a
The week on Risk.net, July 7-13, 2018Receive this by email