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...
More

In April 2021 the European Securities and Markets Authority (ESMA) published its annual statistical report on the performance and...
More

The importance of diversification in portfolio construction has been well known for many decades and was first formulated in the...
More

Regularly monitoring how a portfolio is performing is how advisers and investors help ensure that the best long-term outcomes are...
More

The Dual Currency deposit is one of the most popular payoffs within Foreign Exchange (FX) linked structured products around the world....
More

We conclude here our comprehensive survey on how “Greeks” affect Structured Products and Derivatives pricing and hedging. In the first...
More

A recent trend across some structured products markets is the increase in number of dispersion products that have been issued. One of...
More

Most retail structured products link to equity underlyings and in most cases the natural vehicle is an index. A flagship index...
More

Proprietary indices in the US structured product market have had strong market share for many years. Two of the leading index sponsors...
More

The benchmark LIBOR (London Interbank Offered Rate), the official interest rate in which leading banks borrows funds from other banks...
More