Tag: Volatility
Analysis: impact of implied vol on underlyings during the market crash
International | Industry
15 Jun 2020 by Filip Dyankov & Yordan Ivanov
Using a bond interpolation method, our analysts draw some parallels between the performance of Treasury bonds and structured products.They also look at put and call options for two popular underlyings – Apple and the S&P 500, during the market crash of mid-March, comparing the February-April 2020 versus the same period in 2019.
Structured products in falling markets – issuer perspective
International | Products
13 May 2020 by Tim Mortimer - FVC
FVC’s managing director Tim Mortimer continues to examine the effect of stock market falls in 2020 on structured products markets.
Danske: Covid-19 crisis shows value of capital protection
Europe | Products
12 May 2020 by Marc Wolterink & Teresia Harri
The bank’s capital-protected products have held their own in recent turbulent times, returning on average between three and 3.50% per year.
Structured products in falling markets
International | Products
29 Apr 2020 by Tim Mortimer - FVC
2020 has seen dramatic falls in all major markets. This started in February and accelerated in March as the global economy took fright over the scale of the coronavirus pandemic.
SRP in brief: the end of the beginning
International | Industry
30 Mar 2020 by Amélie Labbe
The past few weeks have been anything but quiet in the financial services space, let alone for structured products. As people, businesses and economies are put into near total lockdown, it still too early to assess the wider ramifications of the slowdown in activity.
Covid-19: FIA investors eye move from ‘potential’ to ‘guaranteed’
North America | Products
30 Mar 2020 by Lavanya Nair & Pablo Conde
The outbreak of the Covid-19 virus has engulfed financial markets worldwide and created a unique and unprecedented environment for advisers and investors alike. SRP caught up with Todd Giesing (pictured), director of annuity research at the Secure Retirement Institute, Limra, to discuss the impact that the pandemic is having on the fixed index annuities (FIA) market.
Trouble ahead? Black Monday crash reloaded
International | Products
26 Mar 2020 by Pablo Conde
Over the last two weeks, most large stock indices have swung dangerously close to a bear market with drops reminiscent of the so-called Black Monday crash of 1987. In this article, we look at the effects of the crash on the structured products market.
Buy-side view: the high vol round trip
Europe | Products
24 Mar 2020 by Marc Wolterink
As a result of last week’s market swings some structures have breached their protection barriers prompting investors to unwind positions. SRP spoke to Marcel Tak (pictured), statutory director and fund manager of Bufferfund about the impact of the recent crash on its portfolio of structured products and the challenges and advantages of a high volatility environment.
Kempen goes with BNP/SocGen in first public offer
Europe | Products
27 Feb 2020 by Marc Wolterink
The Dutch merchant bank collaborated with BNP Paribas and Société Générale for the launch of its first public offers on the Eurostoxx Select Dividend 30 Index in The Netherlands
