Futures and options sales to EU retail clients will need key information documents
Veteran equity derivatives banker founds London-based firm Alpima
Gérardin replaces Papiasse, who stays, but focuses on "remediation plan"
Volatility benchmarks will follow launch of equity options later in 2014
Low leverage this time should result in milder correction than 2008/9
Volumes in Vix futures reached an all-time high on the back of January's volatile markets
CBOE responds on Vix
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
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Blake Evans-Pritchard reports
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
The ETN that grew too fast
Shuffling the pack
CBOE relaunches credit event binary options
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
The World Federation of Exchanges has urged US Treasury secretary Tim Geithner to keep forex derivatives under Dodd-Frank to block banks from using the exception for interest rate derivatives transactions. But a senior Westpac banker and rival trade…
A volatile time
A new index based on skew will be unveiled once testing is completed
Dealers and hedge funds were hammered by sharp falls in dividends during late 2008 and early 2009. Since then, liquidity has recovered as a wider range of market participants take advantage of the dislocation. Mark Pengelly reports
Lower volatility across asset classes in the second quarter of the year produced lower value-at-risk figures at almost all major banks, according to a Risk survey.
The bans on short selling imposed in the US and Europe in 2008 had more effect on market volatility in off-limit stocks and equity markets than the financial crisis itself, a new study has concluded.