Questions tagged [products]

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1answer
43 views

What's the difference between a normal Autocall and a Phoenix Autocall?

I understand the structure of the autocall, how they're priced and their contingent coupons. What I'm not completely clear on is the difference between a "vanilla" Autocall and a Phoenix ...
3
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5answers
528 views

bank issuing structured products

"The investment banks supplying structured products were effectively buying options from investors" How to understand this quote from this source? I would think the investors are usually had (long) ...
0
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2answers
102 views

how to trade interest rates outside G10

G10 currencies markets have active FRA markets and apart from NOK, SEK and NZD one can also speculate on interest rates through exchange-traded futures. What's the best liquid way to speculate on ...
1
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2answers
954 views

Difference Between FRA and IR Future pricing [closed]

[original question was to know the difference between IR fut and FRA] Turns out that FRA and IR Futures are just the OTC and Futures counterpart of the same underlying, that is, the interest rate. ...
1
vote
0answers
101 views

Having trouble finding PPI for commodity using NAICS code

Is there a way to find the Producer price index for a commodity during two different years by using the NAICS code of the commodity. For example, I know the NAICS code for cast iron steel bearings ...
4
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2answers
442 views

which product supports Basel III LCR (liquidity coverage ratio) reporting?

After Jan 2013 change, now the main reporting changes requested from Basel III is LCR, Liquidity Coverage Ratio. Moody's has a product named RiskAuthority (previously Fermat CAD) that is going to ...
7
votes
1answer
449 views

Examples of investable factors via factor funds/ETFs

In the draft chapter about hedge funds of his forthcoming book Andrew Ang postulates the dawn of new factor funds (p. 35 ff.), i.e. funds that directly target factors like volatility, value-growth, ...