Hang Seng Index
Call option volumes trebled in April as bourse hits multi-year highets boom
Volatility spikes from 15 to 20 points after pro-democracy protests
Indexes fail to recover in time to trigger kickout and additional returns
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Hang Seng Index articles
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Penser is partial to protection
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
China leads the way as UK structured product providers try new underlyings
Hong Kong will get a real-time VIX index in the first quarter next year, according to Hang Seng Indexes.
A change of regime
Meteor Asset Management has announced the launch of an emerging markets plan, offering the potential for a 75% return on investment. The five-year Emerging Markets Kick-Out Plan aimed at the UK market...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.