FVC analysis
Locking in returns using quanto structured products
Hedges required to lock in performance on constant currency terms impact product pricing
FVC review: Goldman launches leveraged equity basket note
Product offers exposure to global equity indexes basket with 10% downside protection
FVC review: Investec launches worst-of dual-index note
Product will pay 5.95% annually if FTSE 100 or Euro Stoxx 50 are above 65% barrier on coupon date
Narrow range of index products stifles investor choice
Lack of liquid options on European mid-cap benchmarks leaves investors stuck with the blue chips
FVC review: Meteor’s triple index play
Income plan offers potential coupons of over 40% on FTSE 100, S&P 500 and Euro Stoxx 50
FVC review: Morgan Stanley launches leveraged crude note
Product offers capped growth in S&P GSCI crude index
FVC review: Deutsche Bank launches dual-directional Euro Stoxx 50 play
18-month product offers investors gains if index rises or falls modestly
FVC retrospective: Goldman’s Euro Stoxx 50 note returns 143%
Total return would have beaten cash holdings or index trackers
A closer look at momentum-driven smart beta strategies
Investors seeking returns from momentum strategies should know what’s under the hood
FVC review: Meteor taps resurgent oil structured products demand
Capital-at-risk product pays out early if crude index is no lower than strike price in 30 months’ time
FVC review: UBS offers short-dated reverse convertible on US stocks
Investors’ capital at risk if underlying is below barrier level at maturity
Risk-rating structured products is a complex task
Separating market risk from credit risk in ratings methodologies makes little sense
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
How autocallable structured products came to dominate the retail market
Products still seen as easier sell than issuer-callables
FVC review: Meteor's dual-option deposit plan
Product offers potential for capped returns on the FTSE 100 and Eurostoxx 50
FVC review: Reyker launches FTSE-Eurostoxx kickout plan
Capital-at-risk product offers limited protection with European barrier set at 60%
FVC review: Mariana launches callable FTSE 100 income plan
Capital-at-risk product can be called early by issuer Societe Generale
FVC review: Credit Suisse’s long-dated S&P 500 leveraged return
Capital-at-risk product comes with an unusually long 10-year maturity
FVC review: Morgan Stanley’s FTSE 100 range accrual
Issuer’s capital-at-risk product with quarterly coupons reviewed
Beware the pitfalls of averaging in structured products
Practice is useful for dampening volatility in valuations but carries risks
Generating returns from put options in structured products
Tim Mortimer on the value of put options in structuring
US straddle structure offers dual-directional returns
Morgan Stanley offers returns on the rise and the fall of the S&P 500
SG delivers accelerated growth on the FTSE 100
SG is the issuer but there is a link to four other UK institutions
Facebook finds friends as UBS autocallable pays out early
Two-year Facebook autocallable matures early