The veteran Exotic traders will remember Citibank scrapping its dividend in 2008. They will also...
Latest articles on Derivatives theory and Practise articles
HSCEI TV : How Structured Products Distort Volatilities
In the world of structured products, and as mentionned in a previous post, 2024 will be an...
2024 Judgement year for Korean Autocalls and the $5billion HSCEI digital.
South Korea is an extremely large market for structured products. A favourite product is the...
Structured Products = Alternative Investments ?
Asset managers tend to classify structured products as “alternatives”. That is rather a...
Is Optimising Structured Products Really Optimal ?
Banks and independent software companies offer optimisers / optimizers for structured products It...
What To Expect From VIX1D, The New One-Day VIX?
This week, another VIX was launched by CBOE: the VIX1D. it is meant to measure the 1-day...
Gentlemen: How Should You Split The Bill?
Here is a question that divides etiquette specialists and offer gentlemen two options only: be a...
The 60/40 Portfolio and Structured Products: Are Autocallables Equity or Bond?
Investors have piled up on equity autocallables in the past...
Worst of 2…3…4…5? How many are too many?
The industry practise is to build BRCs or autocallables on the worst of 3 assets. Rarely do we see...
The Collapse Of HSCEI And Its Impact For Investors And Banks
The HSCEI Index (Hang Seng China Enterprise Index) is having a horrible start of 2022. The...
Products
2024 Judgement year for Korean Autocalls and the $5billion HSCEI digital.
South Korea is an extremely large market for structured products. A favourite product is the autocall on the worst of...
South-Korean retail investors are losing money on Autocallables
... a reminder that potential risks can become a reality. According to The Korea Times, South Korea's Financial...
𝗜𝘀 “𝗝𝗼𝗵𝗻 𝗦𝗺𝗶𝘁𝗵, 𝗠𝗕𝗔, 𝗣𝗵𝗗, 𝗖𝗔𝗜𝗔, 𝗖𝗙𝗔, 𝗖𝗤𝗙, 𝗙𝗥𝗠” 𝗮𝗻 𝘂𝗻𝗱𝗲𝗿𝗽𝗲𝗿𝗳𝗼𝗿𝗺𝗲𝗿?
Is accumulating post-nominal letters a sign of a competence? or a promise for future underperformance ? Regarding...
Markets
US Presidential Election, VIX and OPTION MARKET
On Monday, October 7, the 𝗩𝗜𝗫 𝗷𝘂𝗺𝗽𝗲𝗱 𝗯𝘆 𝟯 𝗽𝗼𝗶𝗻𝘁𝘀, seemingly without cause. However, the reason is purely 'technical':...
ATTENTION: NEGATIVE SKEW ON HANG SENG INDEX
The rush into Chinese equities has propelled the 𝗛𝗮𝗻𝗴 𝗦𝗲𝗻𝗴 𝗜𝗻𝗱𝗲𝘅 𝗯𝘆 +𝟯𝟱% over the last month! 𝗧𝗵𝗮𝘁 𝗿𝘂𝘀𝗵 𝗺𝗮𝗻𝗶𝗳𝗲𝘀𝘁𝘀...
The 2024 Outlook on Korean Autocallables and the HSCEI $5 Billion Digital: A Deep Dive
The Rising Tide of South Korea's Structured Products Market In the heart of Asia's financial innovation, South Korea...