Home - SRP Americas 2026

The must-attend event for North America's structured products industry.

SRP Americas 2026 — the leading event for the structured products and indexed annuities community across North America.

Structured product issuance in the U.S. continues to hit record highs, driven by demand for customized risk-return solutions amid volatility and shifting interest rates. Growth is accelerating across both wealth management and institutional channels, and reflected in new structures, product hybrids and solutions entering the market.

As macroeconomic pressures and technology reshape the landscape, SRP Americas 2026 offers a timely platform to explore innovation, trends, strategic opportunities and inspiring ideas. Expect thought-provoking panels, expert insights and valuable networking with peers representing every side of the industry in beautiful Arizona.

Kick off SRP Americas 2026 with an afternoon of in-depth learning at our Masterclass, designed for professionals looking to deepen their understanding of the evolving outcome investment landscape. Through a series of expert-led sessions, delegates will explore the rapid growth of defined outcome and autocallable ETFs, the convergence of structured products and ETF wrappers, innovation in indexed annuities, and the regulatory frameworks shaping the next generation of investment solutions. Combining technical insight with practical market perspectives, the Masterclass offers a valuable foundation ahead of the main conference.

Shift in macro regime: higher for longer rates, volatility, inflation dispersion and cross asset repricing of risk premia and yield generation. Volatility regimes as a key driver of structured product coupon inflation, autocall demand and broader market activity, as well as Greeks based risk decomposition and payoff sensitivity

The new generation of products: growth of call and buffer strategies in defined outcome ETFs within US wealth channels and growing overlap across structured notes, ETFs, indexed annuities and insurance wrappers. Achieving systematic replication of structured payoff through index design and rules based autocall ladder construction within ETF structures.

FIA market evolution and RILA expansion: convergence between insurance wrappers and capital markets structures, alongside greater focus on index design transparency, credit constraints, hedging economics and insurer balance sheet efficiency. How product development is shaped by hedging cost optimisation and capital efficiency requirements.

Liquidity dynamics across listed and OTC markets: increasing ETFisation of structured payoffs and shifting balance between retail and institutional distribution models. Transparency of secondary market pricing, intraday liquidity expectations and execution efficiency.

RIA banks and platforms integration of structured notes and ETF based solutions within model portfolios: education, suitability and implementation frameworks constraints. Increasing use of model portfolio overlays and outsourced platforms used as distribution and implementation accelerators.

Impact of SEC frameworks on structured ETFs and NAIC annuity illustrations: disclosure complexity management, index methodologies and convergence between ETF disclosure regimes and structured note prospectus requirements. Regulatory focus on derivatives usage transparency and consistency of outcome illustration standards.

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