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Window Barrier Reverse Convertible

A variant of barrier reverse convertible (BRC)- a structured product– in which the barrier strike is only active for a…

Classic Autocallable

A note (structured note) that only pays a coupon if the underlying asset trades above a specific level (known as...

Standard Autocallable

A note (structured note) that only pays a coupon if the underlying asset trades above a specific level (known as...

CB Stripping

The process of breaking up a convertible bond (CB) into two structured products: an asset swap (credit component) and a…

Callable Barrier Reverse Convertible

A variant of barrier reverse convertible (BRC)- a structured product– that pays a guaranteed coupon over the specified term or…

Autocallable with a Memory

An autocallable that has a memory coupon as part of its structure. It provides its holder with early redemption at...

Memory-Coupon Autocallable

An autocallable that has a memory coupon as part of its structure. It provides its holder with early redemption at...

Autocallable

A structured product that is linked to the performance of an underlying being either the spot price of a single...

Principal Protected ARBN

An absolute return barrier note (ARBN) (a structured product) in which the coupon is linked to an underlying security or…

Step-Down Autocall

An autocall (autocall product) that pays a conditional coupon, in addition to the possibility of an early redemption of capital...