Skip to main content

Feature

Coping with collapse

The demise of Lehman Brothers spelled potential disaster for the US market. Reverse convertibles have sunk on the back of falling equity markets, fear of structured products is spreading like wildfire in the wake of negative media coverage, and a hoped…

Hedging the hard way

Quanto options have stung dealers' equity derivatives books after the unexpected spikes in volatility and correlation that followed the Lehman Brothers collapse, while structured product issuers have been hit by plummeting dividend expectations and…

Feeling deflated

The consensus is that interest rates are headed for zero in 2009, with even the long end of the curve looking depressingly flat. William Rhode looks at how structured products are likely to function in such an environment - from both an issuer and…

The pause before paradise?

If you think markets are finally at the bottom, this could be the time to start making the switch from cash. You could also plump for credit products in 2009. All that is required is a return of stability, meaning no more horror stories. But how likely…

sp-jan09-08-gif

The listing option

Following the banking crisis, the burden of counterparty risk has increased the need for transparency and liquidity in the structured products market. While a move to listing products and exchange-trading helps offer this, how does it affect counterparty…

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