Chicago board options exchange (cboe)
John Hiatt, director of research and product development at the Chicago Board Options Exchange, responds to a recent Structured Products article concerning the Vix volatility index
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
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Chicago board options exchange (cboe) articles
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
Volumes make or break exchanges, so the nervy, post-crisis environment is bad news for the sector – cash equity trading is depressed and volumes continue to slide, and many futures markets are struggling. This is one reason exchanges are looking –...
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
Credit Suisse’s recent move to suspend issuance of a popular exchange-traded note (ETN) caused the value of the note to whipsaw, and the bank is being asked pointed questions by regulators. Other dealers accuse the bank of mishandling the situation...
Operational risk and effective risk management have taken over from exotic innovation in the structured products market. With the barriers to entry still big enough to put off new entrants to the technology market, the composition of the top 10 technology...
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
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps