11 July 2025
Spotlight – Europe Q1 2025 (part 3): issuance declines as rates-linked cap prot loses steam
The number of non-equity products with capital protection has decreased with non-protected participation gaining ground year on year.
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09 Jul 2025
Custom indices: dynamic strategies head-to-head
In this article we compare the characteristics and performance of two similar underlying strategies sold in the US market via structured products.
08 Jul 2025
Q2 crash and rebound: only five percent of Nvidia-linked products at risk of loss
In this analysis, we explore how close yield enhancement autocallable products came to breaching their knock-in barriers or crossed them following the market correction and rebound earlier this year as a result of the new tariffs introduced by the US administration.
04 Jul 2025
Europe Q1 2025 (part 2): equities remain dominant
Equity underlyings continued to dominate the structured products landscape in Europe during the first quarter of 2025.
27 Jun 2025
Europe Q1 2025: higher sales driven by Swiss recovery
In the first quarter of 2025, the European market achieved a strong rebound in both issuance and sales volumes.
27 Jun 2025
Analysis: extracting, aggregating and enriching the option Greeks
In this article, we look at how aggregation of different Greeks...
11 Jun 2025
Inverse autocallable BRCs: playing the downside
Inverse autocallable barrier reverse convertibles are one example of...
06 Jun 2025
Europe: bearish Phoenix take over as fixed income notes lose steam
Interest rate-linked structured products continue to play a key role...
28 May 2025
Rho: a key parameter in interest rate-sensitive environments
The previous articles in this Greek textbook series explored Delta,...
23 May 2025
Spotlight on Apac: underlying sector trends in Q1 2025 – single stocks
Nvidia leads the pack as the most-used underlying in the technology sector in the Asia Pacific ex-China region in Q1 2025.
20 May 2025
France 2024 (part 3): decrement indexes closer to risk thresholds
In the third and final part of the analysis of the French structured product market, SRP sheds light on the knock-in levels used in the market in 2024.
19 May 2025
France 2024 (part 2): structured products versus ETFs
In the second part of our analysis of the French market, we compare how structured products performed relative to a passive fixed income investment in 2024.
16 May 2025
Spotlight on France 2024: returns maintain at high levels
Structured products maturing in the French market returned an average annualised coupon of 8.3% during 2024.