Delta Vega introduces the Structured Product Risk Score (SPRS), an innovative risk metric capturing the complex risk exposure induced by structured products and converting it into a simple and intuitive score.

The granular scale of the SPRS facilitates cross-products comparisons. The SPRS allows investors to make timely, well-informed decisions, and issuers to better document their risk management. Its adoption will lead the industry to an enhanced standardization beneficial to all industry stakeholders.

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