Autocallables
Structured products house of the year: SG CIB
Banks needed agility as well as scale to succeed in structured products in 2015
Sliding HSCEI threatens fresh autocallable losses
Banks nervy as index approaches key options barrier
FVC retrospective: Meteor autocall pays consistent coupons
Annual growth in FTSE 100 saw product deliver income stream in each year
FVC review: Mariana’s dual-option autocall offers high returns
New autocall boasts comparatively long maturity
Korean crunch: how HSCEI fall hammered exotics desks
Dealers lose over $300 million in scramble to hedge autocallables
FVC retrospective: Morgan Stanley’s defensive autocall matures early
Kickout triggered after one year, outperforming peer group
FVC review: Cube’s growth plan for FTSE and Euro Stoxx
Dual index product offers potential annual income of 5%
Autocallable issuance upsets Euro Stoxx volatility market
Frenzied issuance on European indexes stacks up vega risk for dealers as natural hedge suffers
Mariner Coria: the changing face of arbitrage
Fund manager exploits mispricings linked to structured products and derivatives end-user flows
Smart beta versus structured products: the investor’s conundrum
Many investors favour one approach over the other, belying their similar aims
Bank technology provider of the year: Societe Generale
Alpha SP platform has revolutionised product pricing, say distributors
FVC review: UBS offers short-dated reverse convertible on US stocks
Investors’ capital at risk if underlying is below barrier level at maturity
FVC review: Reyker’s FTSE 100 autocall – a UK election hedge?
Lookback feature aims to mitigate sudden falls in first few months of the term
China rate cut boosts offshore structured product market
High-net-worth investors pile into dollar and commodity structures as PBoC loosens
How autocallable structured products came to dominate the retail market
Products still seen as easier sell than issuer-callables
Oil-linked structured products: investors take the plunge
Price drop and volatility spike drives interest in oil-linked structures
Facebook finds friends as UBS autocallable pays out early
Two-year Facebook autocallable matures early
Mariana Capital offers autocall on FTSE 100 stocks
Six-year product exploits low correlation between sectors
Pricing multi-asset trades – part two
Correlation sensitivity in multi-asset structured products explained
HSBC autocallable delivers monthly income – at a price
Schlumberger product puts capital at risk if American barrier is breached
UK pension changes spell trouble, says IDAD boss
Clive Moore talks offshore structured products and why pensions changes are bad news
Deutsche Bank strikes it big with oil-linked notes
Investors shrug off smaller coupons and higher barriers in August
Best in Malaysia: CIMB Group
CIMB wins best in Malaysia award
Morgan Stanley FTSE 100 kickout pays capped returns
Six-year autocall kicks out after two years and pays 9% a year