Get Indexology® Blog updates via email.


Tag Archives: decrement indices

May 20, 2021

Deciphering Decrement Indices

Low interest rates and dividend risk are two challenges commonly faced by equity-linked structured products. Explore how the design of S&P DJI’s range of decrement indices could help address these challenges and potentially deliver more favorable terms for structured products.  

READ

Jan 4, 2021

Decrement Indices Explained

Decrement indices have gained popularity as the underlying assets of equity-linked structured products in Europe and Asia. According to SRP, among the 318 products across asset classes in France that matured or autocalled between April 2018 and March 2019, more than 32 were linked to decrement indices.1 One of the reasons behind this recent popularity…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL