102 results

Value at risk - watching the tail

The risk management concept of Value-at-Risk (VaR) is a well-known and accepted framework which has importance in all aspects of...
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Barriers in structured products

The use of barriers in structured products is very common and has been established as the main way of reducing risk. Barriers can be...
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The Evergrande story

The Chinese property development company Evergrande has been frequently in the financial press during most of 2021. Since it is also...
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Market neutral strategies

Within the funds world there are many interesting strategies that are used by managers to provide diversification or outperformance...
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Call overwriting

Call overwriting strategies have always occupied an interesting niche position straddling the worlds of structured products and...
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Celebrating the Dow Jones Industrial Average

The Dow Jones Industrial Average (DJIA) is one of the most well-known financial indices and this year is celebrating 125 years as it...
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The importance of independent valuations

Structured products offer investors clearly stated target capital or income returns with a specified degree of capital protection,...
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Facing fear with the VIX

The VIX index is a measure of implied volatility of the S&P-500 index. It was first created in 1993 and uses liquid exchange...
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Index survey part 2 - Next Generation

The use of indices as underlyings in structured products forms the most popular group of assets because of the wide choice that exists...
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Index survey part 1 - Traditional

Structured products provide a broad range of investment opportunities used by investors around the world looking for precise exposure,...
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