02 Apr 2024
Latest: Korean banks agree to redress investors hit by HSCEI-linked autocall losses
Several banks in South Korea have implemented schemes to compensate investors facing losses from yield enhancement products linked to the Chinese market, following warnings from domestic regulators on the lack of suitability checks at the point of sale.
27 Mar 2024
Cboe: VIX downward trend not triggered by vol-selling strategies
The options exchange concludes that there is no compelling evidence that the growth in products selling options is having a disproportionate impact on the equity volatility market as the decline in equity volatility is in line with other asset classes.
07 Jun 2023
The reverse convertible: celebrating its 25 years!
This is the story of the first (real) launch of the reverse convertible, told in a practical manner, far from an academic approach.
07 Jun 2023
The reverse convertible: celebrating its 25 years!
This is the story of the first (real) launch of the reverse convertible, told in a practical manner, far from an academic approach.
13 Dec 2022
Americas – top payoffs 2022: limited reshuffle
As we approach the year end, we look at the best payoff types of structured products issued year-to-date (YTD) across the US, Canadian, and Latin American markets.
22 Apr 2022
SRP China Awards: Shenwan Hongyuan capitalises on market transition
The securities house has won the Rising Star accolade at the SRP China Award 2021 on the back of a tier-1 OTC option licence received in 2021, which boosted its structured product business.
01 Dec 2020
Analysis: options valuation – the performance of put options over calls
In the last part of our analysis, our goal shifted towards analysing the hedging strains faced by structured product issuers with regards to how they allocate their option budget most effectively to offer the wider barrier/buffers and higher participation rates to investors.