Article ID: 8af9f795fd8a87a49d04657037187a526a0819bd25550c31b45a2c50aa779549
Source ID: regulatory:risk.net
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URL: https://www.risk.net/markets/7962811/playing-the-yield-rates-rev-up-structured-products
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Equities are typically the driving force for structured products. But rising rates have given a turbo boost to fixed income structured products. First came reverse convertibles, callables, then range accruals and autocallables – all linked to constant maturity interest rate swap rates. But now issuers are touting products linked to government bond yields. The difference in underlying fix might seem Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content. To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe You are currently unable to print this content. Please contact info@risk.net to find out more. You are currently unable to copy this content. Please contact info@risk.net to find out more. Copyright Infopro Digital Limited. All rights reserved. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy. If you would like to purchase additional rights please email info@risk.net Copyright Infopro Digital Limited. All rights reserved. You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5. If you would like to purchase additional rights please email info@risk.net More on Markets Crisis-era CDO protection keeps on giving for Athene Apollo-owned insurer still sees payments from sold CDS protection on a 2006 synthetic resecuritisation The changing shape of variation margin collateral Financial firms are increasingly open to using a wider variety of collateral when posting variation margin on uncleared derivatives. But concerns, including cost and operational complexity, are currently slowing efforts to use more non-cash alternatives Will lifer exodus kill Taiwan’s NDF market? Traders split over whether insurers’ retreat from FX hedging is help or hindrance How Australia’s inflation overhaul could lure global traders Australia’s move to monthly inflation reporting set to revitalise local inflation-linked bond and swap markets Calamos brings popular US autocall ETF to Europe Dublin filing points to Q1 launch for Calamos Autocallable Income Ucits ETF Repo clearing: expanding access, boosting resilience Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing Aussie inflation traders call for linker buyback scheme Firms fear liquidity bifurcation as market transitions to new indexation formula Deutsche Bank returns to US swaps client clearing Re-entry comes after Basel III endgame proposals sparked capacity concerns among global clients
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