Tag: Volatility
Low volatility opportunities
International | Products
02 Aug 2023 by Tim Mortimer - FVC
In the early stages of the Covid pandemic in 2020, there was significant economic turmoil and a stock market crash.
Analysis: single stock-linked products - a valuable portfolio ‘sharpener’
International | Products
06 Jun 2023 by Tim Mortimer - FVC
Stock linked products are popular in many structured product markets worldwide.
Looking back: 25 years of the rev conv
Europe | Products
06 Jun 2023 by Pablo Conde
This is the story of how the reverse convertible came to life at a time when structured products were known as ‘special products’ in the Swiss market.
Analysis: single stock-linked products - a valuable portfolio ‘sharpener’
International | Expert View
05 Jun 2023 by Tim Mortimer - FVC
Stock linked products are popular in many structured product markets worldwide.
0DTEs add to ‘hedging toolbox’, appetite for SPX Vega remains
International | Features
31 May 2023 by Pablo Conde
Market analysts have sounded the alarm as the craze for zero-day to expiration contracts, known as zero-day contracts or 0DTEs, brings new volatility to the wider equity market and impacts underlying assets
Viewpoint: monetising vol with the best risk return profile in the different periods
Europe | Products
13 Apr 2023 by Pablo Conde
Competition in the funds of structured products space is tight and increasing as new players enter the market with new products.
SRP Europe 2023: structuring and risk management amid volatility
Europe | Conferences
13 Mar 2023 by Summer Wang
A group of senior industry experts offered their views on the risk dynamics in the structured products market brought by autocallable structures on the first day of the SRP Europe Conference 2023 in London.
Capturing tail risk: from uncapped variance swaps to VoKos
International | Products
20 Feb 2023 by Pablo Conde
Trading desks dealing with derivatives and listed options are having to manage different types of exotic flow coming through the derivatives and structured products markets.
Erste offers minimum yield of up to 20%
Europe | Products
02 Feb 2023 by Marc Wolterink
The Austrian financial services provider makes the most of the increase in the yield curve.
