Tag: Volatility
Meet the ‘Greeks’: first order sensitivities
International | Products
25 Nov 2020 by Tim Mortimer - FVC
This article is the first of two pieces looking at the importance and role of ‘Greeks’ in structured products and derivatives.
Investec moves to de-risk trading books as Covid vol bites
International | Industry
25 Nov 2020 by Pablo Conde
The Anglo-South African bank is the latest casualty of the market volatility seen earlier this year but remains “committed” to retail structured products.
US watchdog issues fresh warnings to broker-dealers on vol ETPs
North America | Regulations & Legal
24 Nov 2020 by Lavanya Nair
The Security and Exchange Commission’s (SEC) office of compliance inspections and examinations has issued a public statement to retail investors on the sales of volatility-linked exchange-traded products (ETPs).
US leaders roundtable: appetite for structured products has increased
North America | Conferences
29 Sep 2020 by Lavanya Nair & Pablo Conde
Decision-makers from some of the US top investment banks offer an insight on how product manufacturers have adapted to the challenges posed by Covid-19 and products and innovations have been developed as a response to the current crisis.
South Korea imposes new restrictions on structured products
Asia Pacific | Regulations & Legal
03 Aug 2020 by Summer Wang & Pablo Conde
The Financial Services Commission has released a series of measures to strengthen currency liquidity for securities firms and set up two platforms for investors in response to an increase in issuance of structured products in South Korea.
UBS recommends structured products to enter volatile markets
International | Products
30 Jul 2020 by Pablo Conde
The Swiss bank’s chief investment office (CIO) favours harnessing market turbulence to enter defensively instead of shying away from 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.
