Tag: Pricing
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.
Swiss platform adds to buyside pool in US
International | Technology
15 Feb 2023 by Pablo Conde
The Swiss multi-issuer platform technology provider is seeking to expand its footprint in the US and Latin America offshore markets with its dedicated structured products platform.
Bloomberg sees more demand for intraday analytics
International | Technology
21 Nov 2022 by Pablo Conde
Bloomberg was voted the Best Technology Provider and Best Pricing and Risk Analytics Provider by the US structured products industry at this year’s SRP Americas Awards 2022.
Valour: investors want broader exposure, baskets, themes
International | Products
01 Nov 2022 by Pablo Conde
The crypto ETP provider is seeking to expand the public offering of its tracker securities with new index solutions, asset class mixes and derivative features.
Hedging structured products: the role of equity pricing models
International | Indices
08 Dec 2021 by Tim Mortimer (FVC)
Equity linked products remain dominant in most structured products markets around the world.
SRP Europe 2021 awards: Portugal’s Banco Invest gains on flexibility and pricing
Europe | Conferences
23 Mar 2021 by SRP News
Banco Invest was one of the success stories at this year's SRP Europe awards.
EAB, BNP Paribas target big tech with WFH note
Europe | Products
19 Jan 2021 by Marc Wolterink
The Finnish asset manager collaborates with BNP Paribas for a product on the new Solactive ‘home staying’ index.
Fintech view: disaster recovery plans were never tested as they were this year
North America | Technology
23 Nov 2020 by Pablo Conde
US technology provider Numerix remains a top global player of risk management tools and analytics to the structured products market.
Monte Carlo simulation: Q2 best single stock sellers on track to beat indices, ETFs
International | Industry
18 Aug 2020 by Filip Dyankov & Yordan Ivanov
SRP research analyst Filip Dyankov performed a Monte Carlo simulation of the top 10 most sold structured products, and the top 10 products with the highest sales volume maturing in the US market during May and June to predict prospective capital returns and annualised performances.