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Structured Products

57 white papers and resources

Below are a collection of structured products white papers which will show current thinking and modelling. Structured Products are designed to meet the financing requirements of companies beyond the remit of more conventional financial products. Generally offered by the large financial institutions, they are highly complex in nature and will be customised to meet specific risk-return objectives. Common structured products include collateralised bond obligations (CBOs), collateralised debt obligations (CDOs) and syndicated loans.

Controlling volatility to reduce uncertainty

The past two years have seen a reduction in risk appetite from investors, with clients reverting to less complex payoffs. However, while payoff variety has contracted, creation of new underlying indexes has proliferated. Most notably, a new breed of transparent rule-based indexes, known as ‘dynamic…

Rise of the clone

Focus on replication strategies has increased significantly over the course of 2009. In this article, Citi explains the practical applications of the Hybrid Absolute Return Portfolio index and how investors can benefit from using this investment strategy.