... a reminder that potential risks can become a reality. According toย The Korea Times, South...
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Structuredย products design can be influenced by market conditions: levels of interest rates, dividends and volatility drive the retail and institutional flow. But the flow of structured products can also influence market conditions, mainly volatility and dividends. The below articles will tackle some of those phenomena.
๐๐ โ๐๐ผ๐ต๐ป ๐ฆ๐บ๐ถ๐๐ต, ๐ ๐๐, ๐ฃ๐ต๐, ๐๐๐๐, ๐๐๐, ๐๐ค๐, ๐๐ฅ๐ โ ๐ฎ๐ป ๐๐ป๐ฑ๐ฒ๐ฟ๐ฝ๐ฒ๐ฟ๐ณ๐ผ๐ฟ๐บ๐ฒ๐ฟ?
Is accumulating post-nominal letters a sign of a competence? or a promise for future...
Roche…. getting closer to the cliff edge
The Q3 results of Roche disappointed the market. At 11:00am the spot is down 4.70%... The stock is...
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...
MOVE vs VIX Ratio: Is That A Relevant Metrics ?
The Move/VIX Ratio is now very fashionable Recently, graphs comparing the MOVE Index to the VIX...
Credit Suisse takeover? Silicon Valley Bank Bankruptcy?.. Been There, Done That.
The 2023 financial saga with Silicon Valley Bank and Credit Suisse reminds some of us of the 2008...
The 2Y USD Black Swan… Not Tonight Josephine!
Empress Josephine, Napoleon's wife, was fond of exotic animals. She would have monkeys,...
0DTE Options Are Not Lottery Tickets, They Are Worse Than That!
There is more and more noise about the rise of the 0DTE options (zero day to expiry)....
Nestlรฉ, Roche, Novartis : Swiss curse or Swiss blessing?
Being a structurer is a great job: it means coming with payoffs or themes that make sense, that...
Who Does Not like Volatility Laundering?
๐ Private Equity firms reported 1.6% gains for Q1 2022 in a year where global equities lost 22%...
Products
South-Korean retail investors are losing money on Autocallables
... a reminder that potential risks can become a reality. According toย The Korea Times, South Korea's Financial...
๐๐ โ๐๐ผ๐ต๐ป ๐ฆ๐บ๐ถ๐๐ต, ๐ ๐๐, ๐ฃ๐ต๐, ๐๐๐๐, ๐๐๐, ๐๐ค๐, ๐๐ฅ๐ โ ๐ฎ๐ป ๐๐ป๐ฑ๐ฒ๐ฟ๐ฝ๐ฒ๐ฟ๐ณ๐ผ๐ฟ๐บ๐ฒ๐ฟ?
Is accumulating post-nominal letters a sign of a competence? or a promise for future underperformance ? Regarding...
Structured Products = Alternative Investments ?
Asset managers tend to classify structured products as โalternativesโ. That is rather a classification by default than...
Derivates
Structured Products = Alternative Investments ?
Asset managers tend to classify structured products as โalternativesโ. 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...
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 volatility of...