In this analysis piece, we look at the rationale behind a growing underlying type in the European structured products market.
Decrement indices have become increasingly popular in the last ten years. They take an existing index, stock or other underlying and create a synthetic version by exchanging an actual dividend stream for a fixed one. They are principally created for use in structured products. Decrement indices have emerged as an alternative solution in many markets and are particularly popular in France - Tim Mortimer, FVC Most structured products are “long” the underlying, meaning that if the u
Continue reading with a subscription to the SRP market intelligence platform.
Request DemoAlready a subscriber? Login