In the first of a two-part article, SRP analysed barrier autocalls and their ability to absorb stock market declines.

Following the heightened volatility and global sell-off at the beginning of August, SRP analysed the prospects of a positive performance (early redemption) for the barrier autocall, the most popular capital-at-risk structured product, based on its current position. Even though limited to the sample, which represents approximately 70% of the live barrier autocalls in Europe, we can conclude that there will not be index-linked products that will lose money in sideways markets Au

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