Tag: Risk management
SRP Apac 2024 awards: Murex – HSCEI autocall debacle has triggered a product shift
Asia Pacific | Technology
05 Jun 2024 by Pablo Conde
Murex won the Best Pricing & Risk Analytics Provider at this year's SRP Asia Pacific 2024 awards.
China’s regulator moves to curb snowball issuance
Asia Pacific | Products
30 Apr 2024 by Jocelyn Yang
The regulator has released new guidance on risk management for A-share linked OTC derivatives products, following 40% high coupon rate products offered in the market.
Analysis: enhancing risk management of single stock underlyings
International | Products
13 Mar 2024 by Tim Mortimer - FVC
In this analysis piece, we look at the rationale behind a growing underlying type in the European structured products market.
Roche: most defensive barriers at safe distance as stock struggles
Europe | Products
15 Nov 2023 by Pablo Conde
More than 75% of live products featuring the Swiss share are more than 10% away from crossing their Knock-In barriers; 55% at more than 20% from breaching them.
Roche: most defensive barriers at safe distance as stock struggles
Europe | Expert View
15 Nov 2023 by Pablo Conde
More than 75% of live products featuring the Swiss share are more than 10% away from crossing their Knock-In barriers; 55% at more than 20% from breaching them.
Change of direction - risk management in focus
International | Features
15 Sep 2022 by Pablo Conde
The recent crash in the crypto market has brought attention to risk management and the need for broader market exposure to avoid the risk of overweighing on single names.
BNP Paribas' Meary: we shifted our strategy to focus on the flow side of the business
International | Features
15 Jul 2022 by Pablo Conde
In the first of a two-part interview, Renaud Meary, global head of equity derivatives at BNP Paribas, talks about the new divisional set up, last year’s activities and the market shift towards products with shorter investment terms.
Analysis: uncertainty on single stock dividend payments is higher than on indices
International | Indices
25 May 2022 by Suzi Hampson - FVC
Single stock decrement indices make sense when dividend levels are unpredictable and variable.
Recycling risk (Part 2): offloading vol
International | Industry
11 May 2022 by Pablo Conde
Market players talk about how implied volatility is managed by trading desks, and its role in triggering the shift away from traditional equity index-linked autocallables and reverse convertibles structures.
