Questions tagged [products]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0 votes
0 answers

Why autocall probabilities are decreasing with time

I am wondering why autocall probabilities decrease with observation dates. Intuitively, I understand that as time goes, if the spot has not breached the barrier, it would need more and more kind of ...
Pierre_G's user avatar
0 votes
1 answer

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 ...
Metrician's user avatar
  • 123
3 votes
5 answers

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) ...
tennisboy's user avatar
  • 321
0 votes
2 answers

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 ...
Alvaro's user avatar
  • 1
1 vote
2 answers

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. ...
Vasu Aggarwal's user avatar
1 vote
0 answers

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 ...
Greg Harrington's user avatar
4 votes
2 answers

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 ...
athos's user avatar
  • 2,231
7 votes
1 answer

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, ...
vonjd's user avatar
  • 27.4k