SSPA categorisation model

The SSPA categorisation model consists of various hierarchy levels, and distinguishes between investment products and leverage products. These two main categories are made up of five product categories, ranging from low-risk capital protection products to higher-risk leverage products with knock-out.

For each of the product types, payoff diagrams illustrate how the various structured products work. The descriptions also provide further information on the investor's market expectations as well as product-specific characteristics.

The Swiss Derivative Map© provides a readily understandable overview of the categorisation model defined by the SSPA and the corresponding product types.

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