Vix
Société Générale boards volatility bandwagon
Société Générale boards volatility bandwagon
Diggle to re-launch Asia long volatility fund under new vehicle; inflation hedging another target
Stephen Diggle, co-founder of defunct Singapore hedge fund Artradis, which closed after incurring losses of $700 million, will re-launch an Asian long volatility fund under his new vehicle Vulpes Investment Management in May.
Falling VAR reflects calmer year and warier bankers
Banks have seen value-at-risk figures fall over 2010, but risk measure may be on the way out
Hong Kong to get volatility index ‘early next year’
Hong Kong will get a real-time VIX index in the first quarter next year, according to Hang Seng Indexes.
Horizons BetaPro unveils US volatility ETFs
Horizons BetaPro has launched the first ETF in Canada to track the S&P Vix 500 Short-Term Futures index
BarCap ETN offers access to volatility
Vying for volatility
Trade of the Month: Volatility as an asset class
Trade of the Month: Volatility as an asset class
Barclays launches short and leveraged iPath ETNs
Barclays Bank has listed 11 short and leveraged ETNs in New York, giving exposure to domestic and international equities and volatility.
Citi launches 10-year Vix ETNs in the US
Citi Funding is offering a hedge against the negative correlation between volatility and equity markets as well as an option to take a view on volatility.
Barclays Capital’s VXX is bleeding volatility, analysts claim
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
Volatility: the next mainstream asset class?
A volatile time
Index innovation of the year
Structured Products Europe Awards 2010
Asia providers on best behaviour for new regulatory regime
A change of regime
Equity investors struggle with high correlation
Dealing with a break-up
VAR drops in Q2 despite sovereign risk fears
Most large banks had less exposure to market risk during the second quarter, despite volatile conditions in many asset classes.
BAML tinkers with tradable volatility index for tail risk hedging
Bank of America Merrill Lynch has developed a liquid volatility index for institutions which are seeking a systematic tail risk hedge.
Volatility, correlation and skew too
Surviving skew
Surviving skew
Skew skyrocketed in May, breaking through levels last reached in 2008 after the bankruptcy of Lehman Brothers, while volatility and correlation also spiked. The dislocations are rumoured to have caused losses for some exotic equity books. How did dealers…
Volatility fears increase after May whiplash
Equity markets suffered a whiplash effect before and after the second weekend of May, with the Eurostoxx 50 dropping 4.26% on Friday, May 7, only to bounce back by 10.35% the following Monday.
Risk indicators spike during a dramatic week
Volatility rose to near-record levels this week as eurozone anxiety intensified
US Structurer
Structured Products Americas Awards 2010
Index Innovation
Structured Products Americas Awards 2010