FCN/ELN/Autocallable Knock-In Alert

HorizonDecoderPolymorph

Missing one knock-in observation can wipe out 90% of principal — Ginkgo proactively models knock-in events and sends alerts N days in advance, every single time.

SCENARIO

Business Scenario

Family offices holding FCN/ELN/Autocallable structured products face critical risk at each knock-in observation date. Most firms treat these as black boxes and rely on manual Excel calendars to track knock-in dates — missing one can result in 90% principal loss (e.g. Lucid Group Autocallable incidents).

MECHANISM

Mechanism · Three-Core Combination

Powered by Horizon (event forecasting) + Decoder (data ingestion) + Polymorph (output customization) three-core combination

Decoder

AI parses FCN contract terms, extracts knock-in barrier / observation dates / coupon terms, and structures them into the database automatically.

Horizon

The system proactively models each observation date for potential knock-in events, combining live positions and market data to alert N days ahead.

Polymorph

Upon trigger, automatically generates a knock-in decision report (sell-to-stop-loss vs. hold-for-recovery), customised to client preference.