Volatility
RBS cash equities exit could hike hedging costs
RBS will have to pay more to hedge vega from its equity derivatives business after losing offsets provided by cash, rivals say
From Vix to VStoxx: decoupling volatility
Decoupling volatility
Asian institutionals take aggressive stance on volatility
Tackling the tail
Structured Products Europe: Is volatility too complex for retail?
Bridging the knowledge gap
Equity derivatives house of the year: JP Morgan
Risk awards 2012
Hedge fund of the year: Brevan Howard Asset Management
Risk awards 2012
Gas users lock in low long-term prices
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
Structured Products Europe: volatility-based products come out of the shadows
Volatility was at the heart of the conversation at the Structured Products Europe conference in Frankfurt on November 21. Though whether volatility-based structured products will ever be sold in large volumes to retail investors in Europe continues to be…
Sponsored statement: RBS
Hybrids: Diversifying by unifying
Asian institutional investors take aggressive stance on volatility
Taking on the tail
Political crisis in Europe brings volatility back to forex options
Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
Quant Congress Europe: Peter Carr introduces ‘meta-modelling’
Morgan Stanley quant tells Risk's annual European quantitative finance event that modelling assumptions should be considered in light of calibration needs - even if this leads to discrepancies
Sponsored Q&A: BNP Paribas
Asian commodity markets react to volatility
FX Invest Middle East: Volatility is tough and unsustainable, say managers
Delegates at FX Invest conference in Dubai discuss Japanese intervention, the value of emerging market currencies and their outlook on volatility
Trade of the month: reverse convertibles
Trade of the month: reverse convertibles
Lookback
Lookback
Allianz CRO: industry and regulators ‘in denial’ over solvency levels
Insurers' heads are in the sand regarding the impact of current market turmoil on their Solvency II-consistent balance sheets, says Tom Wilson
Market volatility ‘biggest concern’ for financial firms, finds survey
Regulatory risk and political meddling also big concerns, says Norton Rose research
Eurozone deal brings relief in forex spot and options
Risk sentiment appeared to make a comeback in forex markets yesterday, as options volatility fell from record highs and the euro rallied in response to the deal announced after the Euro Summit in Brussels
Asian investors review structured products strategies after losses
Managing the falls
FX Week Asia: Corporate hedgers rattled by volatility
Tumultuous foreign exchange market in September has left some hedging strategies in disarray and led to more timely exposure monitoring in one treasury department, say corporate treasurers speaking at FX Week Asia