Volatility
Index innovation of the year
Index innovation of the year, S&P Dow Jones Indices
Volatility suppression eases fears of emerging markets contagion
EM volatility remains contained – for now
Emerging markets volatility lucrative for discerning investors
Lucrative volatility
Cutting edge: Modelling dependence of price spikes in Australian electricity markets
The deregulation of Australian electricity markets has brought several challenges, including the possibility of price spikes, which expose market participants to significant risks. As Adebayo Aderounmu and Rodney Wolff outline, these spikes are hard to…
Bank risk manager of the year: Deutsche Bank
Bank risk manager of the year: Deutsche Bank
Volatility indexes are poor hedge against tail risks, say managers
Systematic indexes become expensive "just when you need them", portfolio manager
Volatility products within family office portfolio: keep it simple or minimise risk in other ways?
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
CBOE adds short-term version of Vix to volatility suite
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
Vix options of limited use in hedging Asia portfolio tail risk
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Dealers split on market-making constraints - Risk survey
Just over half of dealer respondents to a Risk survey believe post-crisis rules are constraining their ability to make markets
Critics assail industry-sponsored study on HFT
Critics say industry-sponsored study into impact of high-frequency trading in futures markets is flawed
Solvency II extrapolation proposals feed volality debate
The European Insurance and Occupational Pensions Authority’s report on the long-term guarantees assessment has reignited the debate on the methodology for determining the risk-fee term structure. The authority’s proposals for a long extrapolation period…
Market memory and analysis key to better trading techniques
Unforgettable markets
German insurers turn to CPPI and volatility control to back new guaranteed policies
Ergo dynamic hybrid product leads new wave
Absolute Volatility Arbitrage Plus: Amundi Asset Management
13th Annual European Single Manager Awards 2013
Insurers look to volatility controls to support long-term guarantees
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging the guarantees. Louie Woodall examines how these…
Skylar’s Perkins sees potential for volatility in US natural gas
Bill Perkins believes rising demand and reduced risk warehousing will create opportunities for natural gas traders: video
Hadron Alpha Select Fund: Hadron Capital
13th Annual European Single Manager Awards 2013
‘Required return’ framework aids hedge fund allocation decisions
Rethinking risk and return
‘No panic’ as Nikkei volatility spikes, dealers say
Traders say no sign of short volatility hedging after Nikkei 225 plunges
US structurer of the year: Credit Suisse
US structurer of the year