Tag: Risk control

Zebra index anniversary - exploiting behavioural bias v backtesting

North America | Indices

19 Sep 2023 by Pablo Conde

The index is the first to be founded on Pr. Roger Ibbotson's behavioural finance research, which found that investors could achieve higher returns with less risk by removing overly popular and overly volatile stocks.

RBC Capital Markets – sentiment, risk appetite driving adoption of custom underlyings

International | Indices

15 Sep 2023 by Pablo Conde

The ability to slice and dice new datasets and capture market trends has fueled the development of new underlyings which have captured the imagination of investors.

HSBC: inflation, higher rates driving demand for QIS

International | Indices

14 Sep 2023 by Pablo Conde

HSBC is one of the most active providers of custom indices to the structured products market across regions.

Product wrap: Barclays offers defensive Phoenix, GS tracks ETF portfolio index

International | Products

25 Aug 2023 by Marc Wolterink

In this week’s wrap we look at a selection of structured products with strike dates between 20-26 August 2023.

Spotlight on… strategy indices

International | Industry

11 Aug 2023 by SRP News

Strategy indices have been an area of focus in the structured products market for quite some time although their significance has decreased over the last four years.

UK Market Review, May 2023: issuance boom, FTSE ESG and risk control indices debut

Europe | Market Reviews

26 Jul 2023 by Velina Bulanova

One hundred and twelve products were added to the UK database in May.

Annuities: new custom underlyings launched, FIA post double-digit growth

North America | Industry

16 May 2023 by SRP News

The new risk control proprietary indices add to a growing range of underlyings seen in the US indexed annuities market which continues to break sales records.

Goldman expands derivatives pricing tool, replaces Libor on top prop index

International | Products

21 Apr 2023 by SRP News

The US bank has added new asset classes to its derivatives price discovery tool and made changes to the methodology of one of its prop indices as Libor is discontinued.

HSBC launches new AI custom play in Asia

Asia Pacific | Products

30 Mar 2023 by Summer Wang

The UK bank has introduced principal-protected participation notes linked to a new artificial intelligence (AI)-driven multi-asset index in Asia, as the latest addition to its AI-powered index shelf.