Tag: Hedging
BIS: VIX drop fuelled by yield enhancement products
International | Indices
08 Mar 2024 by Pablo Conde
A report released by the international financial institution which is owned by member central banks suggests that the direction of the VIX index throughout 2023 is not a result of the increasing use of 0DTEs but a function of the increasing number of yield-enhancement products in the market.
Roche: most defensive barriers at safe distance as stock struggles
Europe | Products
15 Nov 2023 by Pablo Conde
More than 75% of live products featuring the Swiss share are more than 10% away from crossing their Knock-In barriers; 55% at more than 20% from breaching them.
Roche: most defensive barriers at safe distance as stock struggles
Europe | Expert View
15 Nov 2023 by Pablo Conde
More than 75% of live products featuring the Swiss share are more than 10% away from crossing their Knock-In barriers; 55% at more than 20% from breaching them.
Risk management: over the hedge
International | Products
19 Jul 2023 by Tim Mortimer - FVC
Retail structured products markets have shown strong activity in recent years due to attractive rates and volatility levels, positive past performance and larger number of investors starting to appreciate the benefits they bring around capital protection and yield generation.
Risk management: over the hedge
International | Expert View
19 Jul 2023 by Tim Mortimer - FVC
Retail structured products markets have shown strong activity in recent years due to attractive rates and volatility levels, positive past performance and larger number of investors starting to appreciate the benefits they bring around capital protection and yield generation.
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
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.
Unicredit trading income boosted by hedging products
Europe | Industry
22 Nov 2022 by SRP News
The Italian banking group has reported strong institutional demand in its seventh consecutive quarter of growth.
SRP Americas 2022: crypto structured products can be done on TradFi set-up
International | Industry
13 Oct 2022 by SRP News
Rehan Tariq, head of trading and structuring at Murex Americas, presented a case study during the SRP Americas conference in Chicago based on a research and development (R&D) project to provide investors with exposure to crypto beyond the cash and listed markets.
