Structured products are great investment opportunities, but their risk exposure can be difficult to assess
Most products display both upside and downside features, making it difficult for investors to gauge the balance between leverage and protection.
Traditional risk metrics often fail to accurately capture the true risk exposure due to non-linear payoffs.
A consistent risk assessment method allows investors to make sensible comparisons between products.
Introducing the Delta Vega Risk Score
Our Risk Score answers the need for a more accurate and easily interpretable measure of risk.
Learn moreBased on recent research on the modelling of nonlinear returns in derivatives markets, the Risk Score is: Independent, Forward looking, Dynamic, Granular. The new industry standard.
It is a one-digit metric that ranges from 1 (safest) to 10 (riskiest) where 5 represents the risk exposure of a passive investment in a diversified equity portfolio.
Beneficial for all parties involved.
For Issuers
Delta Vega Risk Score increases the understanding of the riskiness of their products by investors and dealers, thereby fostering demand for these products. The Risk Score aims at establishing a standard that contributes to the growth and clarity of the market.
For Dealers
Delta Vega Risk Scores are available for a wide range of structured products with different characteristics. It is easy to communicate, making it accessible to any investor, allowing for better advice on product investment.
For Investors
Delta Vega’s Risk Scores are independent, accurate, comparable across products, and updated in a targeted and responsive manner as market conditions evolve. They enable more effective portfolio risk management.
Leverage Delta Vega Risk Score within your business model.
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