Tag: autocallables
Dealers see limited systemic risk from overexposed Korean autocall books
Asia Pacific | Products
11 Jun 2019 by Jihye Hwang
Dealers of autocallable products sold in South Korea dismiss concerns the Hang Seng China Enterprises Index (HSCEI) will cross ‘peak vega’ which is around 15% away from current levels.
Korea’s ELS sales remain robust despite falling markets
Asia Pacific | Products
06 Jun 2019 by Jihye Hwang
The sales volume of equity-linked securities (ELS) in South Korea remained flat as trade tensions sent global stock prices down last month.
Product snapshot: Russia’s KIT Finance bets on high implied vol
Europe | Products
05 Jun 2019 by Charlotte Fyle
As trade wars rapidly escalate and market volatility remains high, SRP has observed its effect on Russian product trends as pricing conditions limit traditional capital protected products.
France Market Review - April 2019
Europe | Market Reviews
05 Jun 2019 by Nikolay Nikolov
One hundred and seventeen structured products from over 33 different distributors were added to the SRP France database in April. The number includes 53 public offers and 64 private placements.
Korean dealers warehouse high levels of exotic risks
Asia Pacific | Industry
04 Jun 2019 by Jihye Hwang
Some local securities firms in South Korea – the world’s largest market for autocallable products – are rapidly building up risk in their positions from equity-linked products, raising uncertainties among issuers about their ability to manage market volatility.
SK delivers best-sellers as regulator eyes derivatives reform
Asia Pacific | Regulations & Legal
03 Jun 2019 by SRP News
The Financial Services Commission (FSC) is set to introduce new guidelines to boost activity in the derivatives market.
Decrement Indices: does complexity pay out?
| Expert View
03 Jun 2019 by Tiago Fernandes & Nikolay Nikolov
Ingenuity is probably one of the most distinctive qualities of the structured product industry.
LFM: only 1.5% of structured products returned a loss for investors since 2008
Europe | Products
30 May 2019 by Pablo Conde
The UK structured products market as a whole returned an average annualised return of 6.23%, with only 57 of the 3,670 of those maturing in the time period (1.55%) resulting in a loss.
Decrement indices: does complexity pay out?
International | Indices
28 May 2019 by Tiago Fernandes & Nikolay Nikolov
Ingenuity is probably one of the most distinctive qualities of the structured product industry. Its capacity to come up with a solution, no matter the circumstances, is one of its great qualities. Sometimes, however, creativity can become a weakness, as is the case when explaining complex structures is concerned.