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.
A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products
Faced with myriad choices, retail investors choose between different financial products based on their liquidity attitude, risk appetite, budget constraints and performance objectives. But how, given the vast range of products and the innumerable ways of describing them, can an investor know the…
Solvency II – Capitalising on market distortions
European insurers – one of the largest groups of investors in the global financial markets – will operate under a single regulatory framework for the first time when Solvency II comes into force in 2013. This could trigger large re-allocations among their €7 trillion ($10 trillion) of assets, in…
Risk management tools for the buy side
Risk management for the buy side has many similarities with that for the sell side, but there are also many significant differences.
Asian ETFs uncovered
The popularity of exchange-traded funds (ETFs) in Asia has grown rapidly since the end of the financial crisis, and providers are competing for their share in the market. Asia Risk has partnered with Deutsche Bank to produce the first survey on ETF trends in the region. The results reveal…
Building balance – a new generation of ETFs
With exchange-traded funds gaining traction among Asian institutional investors, a key aim for Credit Suisse is finding the balance between performance and risk, while offering regional clients round-the-clock access to relevant products.
Back to basics
Investors familiar with equity markets often use turnover as an indicator of liquidity even when investing in exchange-traded funds (ETFs), but Keith Chan at HSBC explains why with ETFs this can be a common mistake to make.
Securitised debt markets in Asia are poised for growth, but challenges remain
Securitised debt has, at best, played a supporting role in Asia over the past decade or so. No sooner did issuers and investors begin to embrace the product than it met an unexpected hurdle that took the wind out of its sails.
Award-winning service keeps FWU Group at top of takaful
FWU AG was founded in 1989 by international entrepreneur Dr Manfred Dirrheimer, and accounts for more than 160 qualified professionals encompassing 26 different nationalities and speaking 40 different languages.
Multi-period portfolio optimisation for structured investment strategies
Finding the optimal portfolio is the ultimate goal of each investor, and the most recent developments in portfolio modelling have shown that the fundamentals of this task need to be revised. The innovative approach presented here allows comparing strategic optimal portfolios and operational asset…
In search of strong growth — BRIC: Optimised risk/return profile
When the acronym BRIC cropped up in the media in 2001, few investors showed any interest. Since then, it has become synonymous with high-return opportunities.