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Structured Products white papers

Found  43 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.


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An introduction to the Russell UK Mid 150 Index

Company: Russell Investments

This paper describes the current state of UK mid-cap indexing and gives an overview of how the Russell UK Mid 150 Index will help provide larger capacity, quicker trading than of existing products in the marketplace. VIEW SUMMARY

Category: Structured Products | Published: 11 December 2013 | Type: White Paper

Rating: + 2

Collateral Discounting: Rethinking the Interest Rate Pricing Framework from its Basic Concepts

Company: Numerix LLC

This article examines how a swap portfolio’s value differs under the single and multi-curve approaches at four different snapshots in time―including pre-crisis, at the height of the crisis, post-crisis and today. VIEW SUMMARY

Category: Credit Risk | Published: 25 September 2013 | Type: White Paper

Rating: + 13

Lender market advisory: swap guarantees – keepwells and excluded obligations

Company: Weil Gotshal & Manges

Under analysis in this white paper are options for addressing in loan documentation the US Commodity Futures Trading Commission requirement that guarantors of swaps that are not entered into on designated contract markets must be "eligible contract participants". VIEW SUMMARY

Category: Structured Products | Published: 22 May 2013 | Type: White Paper

Vietnam in focus: Investment companies, ETFs and REIFs

Company: Clifford Chance

Vietnam recently introduced certain regulatory changes on foreign investors’ securities trading, and for the first time authorised the formation of securities investment companies (“investment companies”), exchange-traded funds (“ETFs”) and real estate investment funds (“REIFs”). VIEW SUMMARY

Category: Structured Products | Published: 15 May 2013 | Type: White Paper

Securitisation law reform: new perspectives for financing the Moroccan and wider African economy

Company: Clifford Chance

Following the example of the most reliable and secure foreign legislations on securitisation, Morocco has modified its securitisation act n°33-06. Under discussion in this white paper is the impact upon companies and investors in Morocco and Africa. VIEW SUMMARY

Category: Structured Products | Published: 15 May 2013 | Type: White Paper

Sovereign debt contracts and the effects of recent case law on bondholders

Company: Allen & Overy LLP

Recent case law shows how sovereign debt contracts may impact bondholders if s sovereign has also issued bonds which are governed by a particular jurisdiction. This white paper discusses the outcome and implications. VIEW SUMMARY

Category: Compliance | Published: 21 January 2013 | Type: White Paper

Rating: + 5

Hong Kong moves forward with Islamic bond market

Company: Allen & Overy LLP

In October 2012, the Financial Services and the Treasury Bureau issued consultation conclusions concerning facilitating the development of an Islamic Bond Market in Hong Kong. This white paper set out some of the key proposals and implications for this development. VIEW SUMMARY

Category: Structured Products | Published: 10 December 2012 | Type: White Paper

Project bonds - what is the outlook for infrastructure?

Company: Freshfields Bruckhaus Deringer

The infrastructure finance market transitioning. As the bank market for long-term finance continues to contract, market players are waiting to see how the new models develop. Under contention includes the mix of bond and bank finance, if projects are greenfield developments or debt refinancings. VIEW SUMMARY

Category: Structured Products | Published: 23 November 2012 | Type: White Paper

Rating: + 1

Can index choice lead to new opportunities in Europe?

Company: Russell Investments

This white paper discusses the current state of European small-cap, mid-cap and SMID-cap indexing. It looks at how tracking errors can be reduced and correlations increased using a different choice of index. VIEW SUMMARY

Category: Structured Products | Published: 22 October 2012 | Type: White Paper

Rating: + 4

The Risks of Volatility ETNs

Company: EDHEC-Risk Institute

Exchange traded notes and exchange traded funds come under the spotlight in this white paper. Using the recent crisis with TVIX, a volatility ETN, it reviews an observed market distortion. It discusses the key features of these products, and ultimately, the potential hidden risks. VIEW SUMMARY

Category: Structured Products | Published: 21 September 2012 | Type: White Paper

Rating: + 2

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