The market’s structured product problem

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OPINION: Korean mums and dads and Italian builders are among those feeling the burn of complex structured products.

In any swift and sudden market move, one thing is almost guaranteed: a structured product is blowing up in the face of an unsuspecting investor.from collateralised debt obligationsThe structured product issuer can confidently guarantee you’ll get your $100 back. But it also has carte blanche to punt the outstanding $15 on all sorts of wild, wacky and high margin bets.But there are some common features.

They’re almost always riskier than they appear. Even if they look like good bets, the upside may be insufficient or the downside underestimated.The latest apparent victim of a structured product blow-up is Italian builder Cimolai, which has filed for bankruptcy. It bought complex foreign exchange hedging products called targeted accrual redemption forwards, or TARFs, linked to the euro-US dollar exchange rate.

If the reference index goes up, the product rolls over and continues to pay the high interest of, say, 8 per cent. But if the index were to tank by more than say 40 per cent, the investor would lose everything.

 

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