Markets—February 2026
Implied volatility and entry points for structuring
The current volatility environment offers attractive calibration opportunities for deep-barrier products.
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Insights
The current volatility environment offers attractive calibration opportunities for deep-barrier products.
Early redemption, protection barriers, conditional coupons. Decoding a standard structure.
How AI concretely transforms structuring, screening and position monitoring.
Credit risk monitoring of issuing banks as a fundamental pillar of our approach.