Indexes
Trade of the month: Correlation
This month we will define correlation and its effect on a portfolio, as well as on the pricing and properties of a structured product linked to a basket. In the next issue, we will consider how correlation...
The largest year-on-year change in the Europe FVC indexes was the 15.66% seen in the accelerated growth index. The change for the same period in the region's benchmark Eurostoxx 50 index was an increase...
BNP Paribas has launched an annual kickout structured product that offers a 7% coupon on early termination as well as an innovative barrier mechanism. The Athena Gap is a five-year product based on the...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Indexes articles
JP Morgan's reverse convertible play on metals and mining
JP Morgan is offering US investors a six-month reverse convertible with an autocall based on the worst performance of two underlyings, the Russell 2000 and the SPDR S&P Metals and Mining ETF. A high income comes with a risk to capital
Dow Jones adds contango-reducing strategy to its index suite
Dow Jones Indexes has launched a commodity index series that seeks to minimise the contango effect on index performance using a strategy that selects futures contracts exhibiting the least amount of contango
Index and ETF providers look to alternative weighting to avoid the...
Alternative weighted bond indexes may "not generate excess returns", but offer investors a new way to look at sovereign risk in the context of their bond portfolios, say market particpants
Risk Australia Spring 2011
Market participants in the Australian financial sector have received some interesting deliveries during the past six months. These tricky shifts have come as many participants have only recently adjusted to the new, post-global financial crisis order. ...
Dow Jones Global Shipping Index to serve as the basis for Guggenheim...
Index provider Dow Jones has launched a global shipping index that will form the basis for the Guggenheim Shipping ETF
BBVA is to add volatility sub-index to its Jim Rogers’ resources index...
BBVA plans to launch a sub-index to its global resources index with better risk-controlled access to the sector
Bank strategy indexes risk getting sucked into Mifid automated trading...
Bank strategy indexes have been dragged into a debate about automated trading that has been included in a public consultation on the European Commission's Markets in Financial Instruments Directive (Mifid). The consultation paper was launched at the...
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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What’s next for fixed-income ETFs and structured products?
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Risk USA
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
- Don’t get left behind – how financial services need to consider their IT infrastructure
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