All books

Professional

Apps About Coach Log in Start reading

Quantitative Finance · Glossary

What is Structured note?

Definition 19.2 Derivatives and Volatility · Chapter 19 — The Structured-Products Business

A structured note is a structured product issued as a debt security of a bank or its issuing vehicle: the investor holds the issuer’s credit risk as well as the payoff’s market risk.

Read in context →