Catching the wave

Dealers are offering a swathe of volatility-linked products in Asia both as risk-reduction and investment tools. How are they catching on? By Georgina Lee

asiarisk-nov08-46-gif

The global financial meltdown in the past year has resulted in volatility levels soaring across all asset classes. The situation has become particularly pronounced following Lehman Brothers' filing for bankruptcy protection in September, which re-ignited concern about counterparty risk throughout the financial marketplace.

The Chicago Board Options Exchange's so-called 'fear gauge' - the Vix index, which tracks the market expectations of 30-day equity implied volatility for S&P 500 index options

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here