Market
27 Jan 2025
SRP in brief: Greeks in focus – looking at options risk
Greeks, exclusive interviews, market reviews, people moves and the latest product developments from SRP’s news desk.
Analysis
22 Jan 2025
Greeks – Delta: the put/call parity rule
As the launch of the SRP Greeks solution approaches, we dive deep into the various risk characteristics that the option positions in structured products are exposed to.
Analysis
25 Sep 2024
Greeks aggregation: the value of calculating total risk
Looking at the aggregated risk of large portfolios provides valuable insight into trading distortions and opportunities that may not be immediately obvious by simply tracking issuance trends.
Analysis
11 Sep 2024
Understanding Greeks
FVC’s Tim Mortimer explores the concept of Greeks and the role they play in structured products and derivatives.