Correlation
Cutting edge introduction
Most models are specified in continuous time form, but this can cause discrepancies and convergence headaches when implementing multiple numerical methods for different functions. Laurie Carver introduces...
Hedge funds and other sophisticated investors have been positioning themselves as sellers of volatility and correlation, despite recent global events. But some market participants are urging caution. Mark...
Hedge funds and other sophisticated investors have been positioning themselves as sellers of volatility and correlation, despite recent global events. But some market participants are urging caution.
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Correlation articles
The art of harnessing volatility
With uncertainty in financial markets seemingly at an all-time high this year, structures highly correlated to the Vix volatility index have found favour with retail and institutional investors alike. As well as selling volatility outright, structurers...
Inflation-linked structured products attract UK investors as risk appetite...
A thirst for yield coupled with a lack of interest in plain FTSE-linked structures is rekindling demand for inflation-linked products in the UK
Two ways to win
The Morgan West Group, a distributor based in South Africa, is offering an opportunity to invest in the Asian markets of Hong Kong, Singapore and Taiwan, as well as a currency play on the South African rand and the US dollar. The product has a five-year...
Equity derivatives
Equity derivatives markets have long lagged the fast migration to electronic confirmation seen in other asset classes. There are various reasons for this – the sheer diversity of instruments, geographic idiosyncrasies and differences in underlyings,...
Short volatility exposures pose risks
Hedge funds and other sophisticated investors have been positioning themselves as sellers of volatility and correlation, despite recent global events. But some market participants are urging caution. Mark Pengelly reports
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.
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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.
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