Investors have piled up on equity autocallables in the past...
Latest articles on Derivatives theory and Practise articles
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...
Is Thematic Investing Performing ?
Thematic investing has been one of the greatest successes of the past years. It consists in...
Decrement indices and Autocallables : the good, the bad and the ugly.
For investors looking for yield, autocallables on indices have been a blockbuster for years. The...
Is the VIX useless?
The VIX (for Volatility Index) is an index published by the Chicago Board of Exchange. Often...
An in-depth look into palladium / spot dispersion trades
Spot dispersion or Palladium products have proven successful this year. The payoff is not totally...
Structured products and the dividend rout of 2020: where did it go wrong?
Sharp declines in value across asset classes triggered by the Covid-19-related turmoil have had an...
Products
Structured Products = Alternative Investments ?
Asset managers tend to classify structured products as “alternatives”. That is rather a classification by default than...
Is Optimising Structured Products Really Optimal ?
Banks and independent software companies offer optimisers / optimizers for structured products It is quite standard...
Structured Product Blues
Yield enhancement products have been the market favourite for years The most actively traded retail structured...
Markets
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...
BAYER SCRAPS ITS DIVIDEND… BEEN THERE, DONE THAT.
The veteran Exotic traders will remember Citibank scrapping its dividend in 2008. They will also remember Telefonica...