Indexes
RBC offers exposure to BP through structured products
Royal Bank of Canada has issued a new reverse convertible based on BP. The oil company's shares have risen in the US market in recent trading despite hitting a 13-year low on the London Stock Exchange
US wrap: Eurostoxx 50 proves popular
The European benchmark index continues to feature in this month's issuance
Nasdaq launches two sharia indexes
Nasdaq has released its first sharia-compliant indexes, based on the Nasdaq 100 and OMX Stockholm Benchmark indexes
Wiener Börse launches two fundamental indexes
The Vienna Stock Exchange has launched the CECE Fundamental and the CEETX Fundamental indexes
S&P creates taxable municipal bond index; talks structured products and ETFs
Standard and Poor's Taxable Municipal Bond Index offers exposure to a market that has grown substantially since the beginning of 2009.
UBS creates reverse convertible index to beat deposit returns
UBS index meets demand from German retail investors for regular income that beats the European Central Bank's base rate.
A dynamic model for leveraged funds
Guido Giese derives a model for the performance and Sharpe ratio of leveraged and inverse index funds that follow a dynamic leveraged trading strategy, that is, they are rebalanced on a daily basis to ensure a constant degree of leverage with respect to…
S&P 500 benchmarked assets reach $4.83 trillion
Standard & Poor's survey shows large gains in assets benchmarked against its indexes
Conservatism still reigns in wake of crisis
The private banking division of Credit Suisse is still seeing the impact of the financial crisis on its investors’ requirements. Fixed-income structured products remain popular but the low interest rate environment is still affecting the types of…
Funds find favour
Funds are the structure of choice this year, as the exchange-traded funds business grows and structured product houses look for fund solutions. But the fund industry has its limitations, not least because of the complexity of structuring and the expense…
S&P 500 index licensed to European ETF providers
Standard & Poor’s has opened its benchmark US index, the S&P 500, to seven exchange-traded fund (ETF) providers in Europe, meeting demand from a range of investors to be able to invest in US equities as the market recovers from recession.
FTSE targets UK pensions industry with defined contribution index
FTSE has created an index to help asset managers and retail investors navigate the pensions market. The index provider has partnered with London-based data services firm Pension DCisions to create the first benchmark for the UK’s defined contributions…
