Correlation
Short volatility exposures pose risks
A dangerous game
Global events fail to rock dispersion trades
Recent global events have not dented the popularity of dispersion trades among hedge funds, claim bankers
Capturing credit correlation between counterparty and underlying
Capturing credit correlation between counterparty and underlying
The art of securitising CVA
Securitising CVA
Risk managers search for eurozone defences
Danger zone
The limitations of using correlation in default prediction
Market analysis: Correlation and default
Curbing dispersion exposure
Dispersion tactics
The risks of high cross-asset correlation
Opportunities and threats
Equity correlation and volatility move out of sync
Dealing with a break-up
House of the year
Structured Products Europe Awards 2010
Correlations in asynchronous markets
Correlations in asynchronous markets
Trade of the month: Multi-asset products
Trade of the month: Multi-asset products
Marrying correlation and asset allocation
Coping with correlation
Equity derivatives
Equity derivatives special report
Equity investors struggle with high correlation
Dealing with a break-up
Demand for downside puts keeps skew high
The turn of the skew
Cross-asset correlations pose opportunities - and threats
Opportunities and threats
Quant unlocks the physics of the flash crash
The flash crash was statistically distinct from other market panics, and can be understood with a little help from the physics of supercool magnets
15 minutes with: Stacy Williams, HSBC
Senior quant discusses the high levels of cross-asset correlation across today's markets
Breaking correlation breaks
Breaking correlation breaks
Analysing correlations under stress
Analysing correlations under stress
Structural shifts in equity flows and ETFs force up correlation, says HSBC
HSBC's global report indicates that correlation in the global equities market has been steadily rising since 2001.
Banks struggle with Basel 2.5
Challenging change
Structured products
Special report