07 Oct 2024
SRP in brief: providing value at all stages
An analysis of products featuring down-and-in puts, the SRP Americas 2024 Awards, DLCs in Singapore, and various people moves were among the topics covered by SRP’s news desk last week.
27 Sep 2024
Spotlight on Apac: market correction drives single stock autocalls to risk-sensitive zone
SRP analysed single stock-linked barrier autocalls issued in Asia and the distance to their knock-in barrier levels to assess the impact of the market correction at the beginning of August.
13 Sep 2024
Spotlight on Europe: future early redemption barriers by date and level
In the second of a two-part article, SRP analyses barrier autocalls and their ability to absorb stock market declines.
23 Aug 2024
Spotlight on Europe: future maturities and risks for barrier autocalls
In the first of a two-part article, SRP analysed barrier autocalls and their ability to absorb stock market declines.
09 Aug 2024
Nikkei autocalls remain safe despite Japan stock crash
From dealers' selling pressure to a breakdown of live products tracking the country's benchmark index knock-in barrier levels, here's what happened to Nikkei 225-linked structured products triggered by Monday’s stock market plunge.
11 Jan 2024
France analysis: cap prot up by 30%, knock-in barriers lose ground
To start the year, SRP analysed capital protection, knock-in barriers and PDI levels in France during 2023.
25 May 2022
US market (part 2): autocalls continue to rule, buffers increase
In the second of a two-part article about the US market, we look at autocalls, performances and capital protection over the last three years.
22 Feb 2022
Europe 2021 (part 2): autocalls, knock-in barriers, and capital protection
With the SRP Europe Conference due next month, we take a closer look at how the European market fared during in 2021. In the second of a two-part article, we highlight the main payoffs, knock-in barriers and levels of capital protection.
02 Sep 2021
France Market Review, July 2021: memory coupons offset market timing
Some 120 structured products were added to the SRP France database in July. Of these, 34 are public offers and 84 are private placements.
16 Mar 2020
Knockouts untriggered, barriers hold out
SRP looked at some of the products with a potential knock out date between 9 and 13 March. The majority of the products reviewed struck six months ago and although none of them autocalled due to the market crash, it was not all bad news with several still paying coupons as downside barriers have not been breached.
