Tag: Barrier
Switzerland Market Review, August 2024: demand for conditional cap prot increases in seasonal slowdown
Europe | Market Reviews
27 Sep 2024 by Nikolay Nikolov
Despite losing overall market momentum as a result of the summer season the Swiss market remains in good health and has shown sign of changing dynamics in investor appetite for risk.
SRP in brief: Roche and roll
International | Industry
27 Nov 2023 by Amélie Labbe
The spotlight is on Switzerland as over 75% of live products featuring the Roche share are more than 10% away from crossing their Knock-In barriers. Some 55% are more than 20% from breaching them.
Analysis: deep barriers
International | Products
10 May 2023 by Tim Mortimer - FVC
The recent increases in interest rates have triggered a return to capital protected structures but has also allowed issuers to offer extra protection on autocall products with lower barriers.
US market overview March 2022: a record month
North America | Products
21 Apr 2022 by SRP News
The US structured products market continued to blossom as both sales volumes and product issuance reached record levels during March.
Analysis: coping with market corrections
International | Industry
16 Feb 2022 by Tim Mortimer - FVC
As has been widely reported in the financial press recently most major markets have experienced a significant correction from the highs posted at the end of 2021.
Canada Market Review, May 2021: Tesla in demand
North America | Market Reviews
30 Jun 2021 by Milena Tyanenova
Four hundred forty-nine products worth C$1.2 billion (US$928m) had strike dates in Canada in May.
Canada Market Review, April 2021: BMO going strong
North America | Market Reviews
31 May 2021 by Milena Tyanenova
Some 431 structured products worth C$1.34 billion (US$1.08 billion) had strike dates in April.
Société Générale: long-dated implied vol in Japan under pressure
Asia Pacific | Products
31 Mar 2021 by Summer Wang
In an interview with SRP, Bharat Sachanandani, head of flow strategy and solutions for Apac at Société Générale, discusses the latest trends in Japanese and Korean autocallable markets, and caveats the implied volatility of the Nikkei 225.
Mondriaan: higher coupons despite restructuring
Europe | Products
27 Oct 2020 by Marc Wolterink
In the second of a two-part interview, Jeroen Sinnige (pictured) managing director portfolio management at Mondriaan Structures Fund, looked back at how the fund fared during the extreme Covid-19 related volatility on the financial markets earlier this year.