Module I·Article IV·~1 min read

Structured Products

Basic Financial Instruments

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Structured products

Structured notes — a bond with an embedded derivative (for example, a bond with a coupon depending on an index)

Principal protected notes — guarantee to return at least the principal amount, the rest depends on the asset

Autocallables — a complex bond that may be "called" early if conditions are met

Reverse convertibles — a bond that becomes a company’s share if the price drops below a certain level

Equity-linked notes — a bond whose income is linked to stocks

Credit-linked notes — a bond where the interest/principal depends on a credit event

CLO (Collateralized Loan Obligation) — a package of corporate loans, sliced into tranches for investors

CDO (Collateralized Debt Obligation) — a package of debts (bonds, loans), sliced into tranches (the safer = the lower the yield)

CMO (Collateralized Mortgage Obligation) — a package of mortgages, distributed by risk

MBS (Mortgage-Backed Securities) — a bond backed by a portfolio of mortgage loans

ABS (Asset-Backed Securities) — a bond backed by a pool of assets (loans, leasing, receivables)

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