Equity derivatives and structured products desks have had to be especially nimble over the past year. For the first time, bank counterparty credit risk became a real concern for investors, while market fundamentals – low interest rates and sky-high equity market volatility – have made it difficult to offer traditional principal-protected equity-linked notes. The banks have responded. They have tweaked their usual equity-linked offerings to make them more economic, and they have been busy coming up with products linked to systematic, absolute-return-type strategies.
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