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 ...
At first glance, a laddered approach to structured notes or buffered ETFs may seem like a strategy to manage risk and smooth returns over time. However, the accumulation of embedded gains, increased ...
Over the years, debit valuation adjustment (DVA) has gone from being a garland to a millstone in the structured products community. DVA was initially applied to structured notes as a way to better ...
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