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

At the end of August, SRP reviewed the knock-in barrier levels of 11,896 live structured products (out of 18,478 index-linked products) . The conclusion: no index-linked products would lose money in sideways markets, and even if markets corrected and failed to recover from these levels until products’ maturity, losses would be very marginal. As of today (13 September 2024), SRP lists 100,268 barrier autocalls, half of which are tied to a single underlying. In this second part of our analy

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