Structured Products
154 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.
Weekly Market Outlook: Fed’s dovish decision triggers risk rally
This white paper provides analysis for major and emerging market currencies. The paper explores the future trends of the financial industry and discusses the recent risk rally in equities and commodities.
Weekly Market Outlook: ECB Goes All In
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry. Discussing issues such as the action ECB took on interest rates.
Weekly Market Outlook: All eyes on ECB
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry. Discovering issues such as ECB action and the Chinese GDP target.
Weekly Market Outlook: FX market exposed to event risk.
This white paper provides analysis for major and emerging market currencies. Exploring the future trends of the financial industry.
Smoothing the flow in illiquid assets
This paper gives an insight into illiquid assets from 9 industry experts. Answering questions such as ‘What kind of tools and techniques do you use to measure liquidity?’ and ‘How do you approach the issue of credit risk?’
Post-Scoring Classification for Low Default Portfolios
This whitepaper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for Low Default Portfolios.
Bringing Real-time Risk into the Decision-making Process
This whitepaper explores how using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making in today’s complex derivatives trading arena. It discusses how integrating risk, collateral and capital costs into the front office opens the gateway…
Negative Rates: The Challenge and the Opportunity
Negative interest rates have recently become a critically important issue in finance, as they impact some of the most basic calculations and procedures used by the financial community. Two prominent examples are the quotation of option volatilities and volatility smile interpolation models.
Beyond Modern Portfolio Theory: Probabilistic Scenario Optimisation
This white paper provides a methodology for portfolio choice based upon modern risk management techniques and a clearer definition of the investment risk/return profile to feature goal-based investing and probabilistic scenario optimisation.
Navigating the Murky Waters of Initial Margin for OTC Derivatives
This white paper looks at a breakdown of the different regulations for non-centrally cleared trades, how the new IM requirements affect the OTC derivative markets participants, IM based methodologies, the potential issues of the new sanctions and how to manage the ambiguities around IM.