The Model
Every mechanism, crossed against every underlying.
Our proprietary model combines three things that no other operator brings together in a single tool: the full set of structured product mechanisms (autocall, phoenix, memory, step-down, low strike, reverse convertible, range accrual, and the more exotic structures alongside them), the full set of eligible underlyings (US and European equities, indices, commodities, fixed income), and a real competitive tender across 35+ issuing banks.
No structurer, however senior, can hold every mechanism and its optimal triggering conditions in mind at once. Our model can, and selects, for each client, the one that fits. The direct consequence: a better-calibrated product, and a fee structure more competitive than those of the traditional banks.