Structured products

WHAT IS THIS? Structured products are investments that have multiple components. For retail investors, the most common form is a bond plus an option – these tend to be standardised, sold in small tickets and large volumes. Managing the risks of large structured products portfolios is one of the biggest challenges dealers face.

Project risk: improving Monte Carlo value-at-risk

Cashflows from projects and other structured deals can be as complicated as we are willing to allow, but the complexities of Monte Carlo project modelling need not complicate value-at-risk calculation. Here, Andrew Klinger imports least-squares valuation…

US retreat hits European trading

The retreat of US energy firms from energy trading has reportedly hit European volumes hard. But volumes aside, James Ockenden finds that the withdrawal may bring a fundamental change in the market. With additional reporting by Eurof Thomas

Structured finance caught off-balance

Efforts by energy and finance professionals to stress the difference between legitimate off-balance-sheet entities and Enron’s opaque devices have had little impact, as US regulators rush to clean up structured finance. Maria Kielmas reports

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