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Autocallables and Volatility

Autocallables and structured products and short volatility products
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DOES THE BANK CRISIS SPELL THE END FOR AUTOCALLABLES?
Watch now (9 min) | Autocallables are just corporate bonds issued by banks. If AT1 can be zeroed - what does this do for the autocallable market?
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Russell Clark
21
HSCEI AND THE WEIRDNESS OF AUTOCALLABLES
Watch now (10 min) | VHSCEI and HSCEI have become positively correlated, as the weirdness of autocallables plays out. Shorting VHSCEI looks attractive.
 • 
Russell Clark
GREAT BARRIER GRIEF
Watch now (10 min) | Barriers are far lower than I expected but HSCEI autocallables are getting near its barriers
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Russell Clark
2
AUTOCALLABLES - FAQ
Watch now (8 min) | Answering common questions from my series on autocallables
 • 
Russell Clark
3
AUTOCALLABLES AND ITS EFFECT ON IMPLIED VOLATILITY
Watch now (11 min) | HSCEI gives us a worked example. KOSPI 200 looks to be close to barriers.
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Russell Clark
8
WHY LOOK AT AUTOCALLABLES NOW?
Watch now (9 min) | A number of key markets are near trading near barriers, which means the risk of a volatility blow up is high. Without a fall in…
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Russell Clark
11
KOREAN AUTOCALLABLES AND THE MISPRICING OF VOLATILTY
Watch now (11 min) | The presence of autocallables cause volatility to be mispriced. The end of autocallables will lead to a repricing of volatilty.
 • 
Russell Clark
1
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