Insights by Tag:

Proprietary indices

Products
BNPP deploys cross asset AI index via structured notes in Brazil

08 Jul 2024

BNPP deploys cross asset AI index via structured notes in Brazil

The French bank has partnered with QuantumStreet AI and XP to offer structured notes on the new index, which aims to capture market trends through millions of data points.

Products
SG: prop indices work well in dynamic rates environment

25 Sep 2023

SG: prop indices work well in dynamic rates environment

The launch of the SG Smart Climate Index earlier this summer adds to the bank’s 35 in-house indices used as underlying for live structured products sold across retail markets.

Products
MSCI: no room for black-box despite growing appetite for new approaches

07 Sep 2023

MSCI: no room for black-box despite growing appetite for new approaches

The craze around strategy and customised indices in the US annuities market and beyond has not gone unnoticed at MSCI.

Products
Krungthai cashes in on custom indices

22 Aug 2023

Krungthai cashes in on custom indices

Krungthai Bank has collected US$122.7m tracking indices developed by four investment banks in the past 18 months.

Products
Product wrap: Goldman builds momentum in the US, MS targets renewable energy

18 Aug 2023

Product wrap: Goldman builds momentum in the US, MS targets renewable energy

In this week’s wrap we look at a selection of structured products with strike dates between 13-19 August 2023.

Market
Annuities: prop indices gain traction

03 Aug 2023

Annuities: prop indices gain traction

In the last two weeks the US annuities market has seen up to five new custom underlyings introduced across fixed index (FIA) and registered index-linked annuities (Rilas).

Regulation
FSMA bans five products, targets crypto investments

27 Jun 2023

FSMA bans five products, targets crypto investments

The Belgian regulator deemed five structured products linked to proprietary indices ‘too complex’ for retail investors in 2022.

Market
Annuities: new custom underlyings launched, FIA post double-digit growth

16 May 2023

Annuities: new custom underlyings launched, FIA post double-digit growth

The new risk control proprietary indices add to a growing range of underlyings seen in the US indexed annuities market which continues to break sales records.

Products
Goldman expands derivatives pricing tool, replaces Libor on top prop index

21 Apr 2023

Goldman expands derivatives pricing tool, replaces Libor on top prop index

The US bank has added new asset classes to its derivatives price discovery tool and made changes to the methodology of one of its prop indices as Libor is discontinued.

Products
Exclusive: CS deploys RavenPack AI via structured fund in Japan

02 Mar 2023

Exclusive: CS deploys RavenPack AI via structured fund in Japan

The Swiss bank is aiming at shorter investment terms for its structured fund range as interest rates increases open new opportunities around capital protected structures in Japan.

Products
Belgium 9M 2022: FSMA says no to house-indices

23 Nov 2022

Belgium 9M 2022: FSMA says no to house-indices

Belgian investors opt for interest-linked structures as the regulator put a stop to complex indices.

Products
JPM expands Mozaic with multi-asset QIS decrement play

29 Sep 2022

JPM expands Mozaic with multi-asset QIS decrement play

The US investment bank has seen its Mozaic proprietary index gaining momentum in the Asia-Pacific market.