Tag: Correlation
Funds of structured products: pressurised correlation and the attractiveness of worst-of autocalls
International | Products
12 Aug 2024 by Marc Wolterink
In the third and final part of our roundup, SRP reviewed how funds from Peru, Luxembourg, the UK, Ireland and Canada performed during the first half of the year.
Recycling risk (Part 2): offloading vol
International | Industry
11 May 2022 by Pablo Conde
Market players talk about how implied volatility is managed by trading desks, and its role in triggering the shift away from traditional equity index-linked autocallables and reverse convertibles structures.
Recycling risk: volatility and structured products
International | Industry
10 May 2022 by Pablo Conde
Structured products with all their complex underlyings and payoffs are in many cases a way for investors to sell volatility in a packaged product.
Buy-side view: taking advantage of the transfer of the risk from issuers’ books onto investors
Europe | Products
01 Mar 2022 by Pablo Conde
Fortem Capital has positioned its fund of structured products and derivatives as a strategy that can take advantage of pricing dislocations and fulfil multiple asset allocation scenarios.
SRP in brief: sustainable efforts
International | Industry
01 Nov 2021 by Amélie Labbe
The focus will be on ESG initiatives this week, as many players in the structured product space ramp up their sustainability work.
Market neutral: playing vol and correlation
International | Products
01 Sep 2021 by Tim Mortimer - FVC
Within the funds world there are many interesting strategies used by managers to provide diversification or outperformance over the mainstream funds in the traditional asset classes.
Analysis: dispersion reigns as market neutral views come into focus
International | Products
16 Sep 2020 by Tim Mortimer - FVC
A recent trend across some structured products markets is the increase in number of dispersion products that have been issued.
SRP China: correlation is a game changer
Asia Pacific | Conferences
27 Sep 2019 by SRP News
Warren Kwan (pictured), chief investment officer, LW Fund, Diamond Head Capital Asset Management, explained to the audience at the SRP China Conference on September 18 2019 in Shanghai, why structured products can act as the ideal safety net for managing risks.
Mondriaan (part 2): €100m+ licence will take us to the next level
Europe | Products
07 Jun 2019 by Marc Wolterink
The Dutch fund of structured products is aiming at institutional investors as it is fast approaching assets under management of more than €100 million.
