But industry sees less interest rate risk and inversely exposed to volatility
I develop a novel model that accounts for volatility feedback and leverage effects, effectively incorporating signed continuous and jump components of the realized variance into the variance specification...
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.
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Firms consider the return of more volatile conditions
Advancement through volatility
Underground natural gas storage facilities are vital to the operation of energy networks. Given the inelastic nature of the supply capacity and the high volatility of demand, storage acts as a buffer that...
A fall in asset-to-asset correlations could mean a good year for many hedge fund strategies, even though volatility is expected to remain relatively low, according to research from Axioma
Index providers and fund managers who have tended to focus on performance are seeing demand from investors for strategy indexes that focus on risk
Volatility levels in equity markets in 2012 will be similar to those experienced in 2011, according to Barclays Capital
EDHEC and SocGen reveal all on Asian volatility
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
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.