177 results

Understanding Greeks: step by step - Gamma

The first article in this series examined Delta, which measures the sensitivity of an option or structured product’s price to the...
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UK Structured Product Trends

The Structured Edge service offers coverage of both active and matured products. This platform powered by FVC gives significant...
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Understanding Greeks: step by step - Delta

The role of “Greeks” (or “sensitivities”) derivatives and structured products is very important. Greeks go hand in hand with option...
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Credit: Single names v Indices

Credit-linked structured products offer investors the opportunity to pursue significantly higher yields compared to the risk-free rate...
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Structured product distribution

Structured product distribution patterns vary significantly in different markets around the world. There are many reasons for...
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Structured products linked to mutual funds

Most equity structured products are linked to indices, often using well-known benchmarks such as the S&P-500, Eurostoxx-50 or...
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Exploring structuring with the Product Lab

At the 2024 SRP Americas Conference, a new session format was introduced. Titled “Product Lab”, the panel featured contributions from...
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In search of value for money

Value for money testing as part of investor protection has become a central focus for regulators in recent years.

In...
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UK product maturities in 2024

Assessing performance of structured products is more complicated than for traditional investments such as funds because of their...
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Greeks aggregation

In the previous article, we considered the definition and calculation of sensitivities, or “Greeks”, for individual structured...
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