Tag: S&P 500
StructrPro trends – products outperform underlyings even after correction
North America | Products
17 Jan 2024 by Suzi Hampson - FVC
Over the last two years the larger underlyings have continued to dominate the notional going into structured products which continued to beat their referenced assets even after times of market disruption.
StructrPro trends – products outperform underlyings even after correction
North America | Expert View
16 Jan 2024 by Suzi Hampson - FVC
Over the last two years the larger underlyings have continued to dominate the notional going into structured products which continued to beat their referenced assets even after times of market disruption.
Spotlight on the US… good times ahead
North America | Products
05 Jan 2024 by SRP News
With the help of the StructrPro lifecycle management portal, we analysed the performance of the main issuers, underlyings and product types in the US market during Q4 2023.
Spotlight on… CIBC US top seller on track to deliver maximum return
North America | Products
24 Nov 2023 by SRP News
The Canadian bank’s digital notes have benefitted from the positive performance of the S&P500 index.
Analysis: commoditising volatility
International | Products
07 Nov 2023 by Tim Mortimer - FVC
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
Analysis: commoditising volatility
International | Expert View
06 Nov 2023 by Tim Mortimer - FVC
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.
Spotlight on… top issuers in the US (Q3 2023)
North America | Industry
27 Oct 2023 by SRP News
J.P. Morgan remained the number one issuer in a quarter which saw BBVA and Nomura return to the US market after a lengthy absence.
Research: volatility and OTM call returns
International | Products
03 Oct 2023 by Tobias Sichert
Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.
Annuities: Prof Siegel’s index earns SRP accolade, SEC simplifies forms for Rilas
North America | Products
02 Oct 2023 by SRP News
The US SEC has proposed a tailored registration form for Rilas; Farmers debuts FIA; Salt Financial and Nasdaq expand vol control suite; and more.
