Tag: Hedging
Van Lanschot Kempen blames structured products for Q1 loss
Europe | Products
14 May 2020 by SRP News
The Dutch bank blames a ‘very volatile market’ for the significant losses in its structured product portfolio in Q1 2020.
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.
Vox pop: industry reacts to market disruption
International | Products
06 May 2020 by Pablo Conde
SRP spoke to a number of senior market executives over the last few weeks to assess the impact of the market dislocation triggered by the Covid-19 pandemic, the state of the industry and the opportunities the current market environment offers. Here is what they have to say.
Hedging structured products during the corona crisis: where did it go wrong?
International | Products
05 May 2020 by Eric Barthe
Sharp declines in value across asset classes triggered by the Covid-19-related turmoil have had an impact on structured products.
Hedging structured products during the corona crisis: where did it go wrong?
International | Expert View
30 Apr 2020 by Eric Barthe
Sharp declines in value across asset classes triggered by the Covid-19-related turmoil have had an impact on structured products. As financial engineering expert Eric Barthe discusses, widespread sell-offs in most markets, spikes in volatility and the very real prospect of losses faced by product issuers have all contributed to the ongoing turbulence.
SRP in brief: the end of the beginning
International | Industry
30 Mar 2020 by Amélie Labbe
The past few weeks have been anything but quiet in the financial services space, let alone for structured products. As people, businesses and economies are put into near total lockdown, it still too early to assess the wider ramifications of the slowdown in activity.
Trouble ahead? Black Monday crash reloaded
International | Products
26 Mar 2020 by Pablo Conde
Over the last two weeks, most large stock indices have swung dangerously close to a bear market with drops reminiscent of the so-called Black Monday crash of 1987. In this article, we look at the effects of the crash on the structured products market.
Peak vega: vol swings at 2008 levels make hedging a challenge
International | Industry
25 Mar 2020 by Pablo Conde
The effect of the sharp decline in value across asset classes triggered by the Covid-19 market crash continues to impact different areas of the structured products market.
SRP China Awards: Citic Securities receives three accolades for China index contribution
Asia Pacific | Conferences
20 Sep 2019 by Jihye Hwang
Citic Securities has won the Most Innovative index and Best Hedge Provider together with CLSA, as well as the Best Performance, Securities House at the SRP China awards held on September 18 at the Ritz-Carlton Pudong Hotel in Shanghai.
