Volatility
Oil options “frenzy” as corporates shift hedges in response to Mideast crisis
Mideast and Libya crisis fuels oil options “frenzy”
Volatility spike boosts oil options trading volume to all-time high
The sharp increase in oil price volatility resulting from political upheaval in Libya and across the Middle East has helped push the volume of oil options traded to a new all-time high
S&P index takes Vix methodology to Hong Kong
S&P index takes Vix methodology to Hong Kong
Surge in volatility in markets reminiscent of 1970s, says Barclays Capital
Surge in volatility in markets reminiscent of 1970s, says Barclays Capital
Emerging markets: braced for the end of the party?
Emerging markets: braced for the end of the party?
JP Morgan creates actively managed index with Permal
JP Morgan creates actively managed index with Permal
Diversification can be dangerous, warns Noster Capital
Diversified investing is not the way to achieve returns and investors should avoid broad market exchange-traded funds (ETFs) and anything structured, according to hedge fund Noster Capital
Product performance
Product performance
Trade of the month: Volatility skew
Trade of the month: Volatility skew
Year starts strongly for credit traders but risks loom
Trading talk: January 2011
Sponsored statement: OpenLink
Hard markets for softs? The case for holistic risk management in agricultural commodity markets
The Universa approach to hedging tail risk
Profiting from disaster
Lifetime achievement award: John Hull
Risk awards 2011
Equity derivatives house of the year: Société Générale
Risk awards 2011
UK products offer access to commodities, emerging markets and overseas indexes
Despite a near-impossible pricing environment, issuers continue to offer investors returns on FTSE 100-based products, with a few surprise exotics.
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
Valuation of with-profit insurance policies with interest rate guarantees
Classical with-profit life insurance products are traditionally backed by a buy-and-hold bond investment strategy. Using book-value accounting for such products tends to lead to a design of the guarantee rate based on an average of long-term interest…
Volatility in defined benefit schemes trumps deficit worries
Market exposures to FTSE 100 defined benefit schemes could result in a £100bn spike over one year in their total deficit, reports PensionsFirst
Hedging strategies critical in Asia M&A
Risky strategies
The risks of high cross-asset correlation
Opportunities and threats
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 makes its debut in the Italian ETN market
Barclays has listed its first iPath ETN in Italy, hoping to add to the success of its volatility-linked ETNs