Swiss trade body launches online risk ratings system
The Swiss Structured Products Association (SSPA) launched a new online risk classification system for all listed structured products on July 1. Products now receive an SSPA risk rating based on the value at risk (VAR) of the investment, which is publicly available and re-calculated daily after market close.
SSPA has partnered with RiskMetrics, a risk management firm, to establish the six different ratings. Derivative Partners Research is providing the data, and the classifications are published
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