Tag: Volatility
From volatility to dispersion – capturing return spreads
International | Indices
09 Nov 2022 by Pablo Conde
Cboe and S&P Dow Jones Indices (S&P DJI) will be collaborating to develop the Cboe S&P 500 Dispersion Index.
SG markets unit capitalises on strong client activity
International | Products
07 Nov 2022 by SRP News
The French banking group’s global markets business posted its best third quarter since 2016.
Buy-side view: there are lessons to be learnt from end user focused platforms
Europe | Products
03 Nov 2022 by Pablo Conde
As bond yields and interest rates go up many professional investors are looking at structured products to capitalise on the new environment to deliver investment options with better terms and different types of payouts.
Analysis: structuring on the dip
International | Products
26 Oct 2022 by Tim Mortimer - FVC
Structured products can help tactical investors to benefit from lower equity levels and more favourable pricing to navigate the markets at times of volatility.
Allianz’s Structured Alpha fiasco – lessons for investors
North America | Products
28 Jun 2022 by Pablo Conde
A purely returns-based analysis could have shed light on sources of risk and alpha within the Structured Alpha range.
SRPInsight issue 15: recycling risk
International | Industry
07 Jun 2022 by SRP News
Issue 15 of our e-mag is out and ready to download.
Funds of structured products: taking advantage of peaks in volatility
Europe | Products
31 May 2022 by Marc Wolterink
SRP did the rounds to see how the various funds of structured products coped with the negative sentiment in the equity markets in April.
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.
Recycling risk: volatility and structured products
International | Industry
10 May 2022 by Pablo Conde
Structured products with all their complex underlyings and payoffs are in many cases a way for investors to sell volatility in a packaged product.