UBS suffers VAR exception on huge P&L swings following scheme’s launch
Fixed income ETF launched at a time of volatility in the Indonesian domestic market
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Synthetic ETFs articles
The house that ETFs built
Chasing the dragon
Blackrock's acquisition of the exchange-traded funds operation will give iShares an even more dominant position in the European physical ETF industry
The latest European Securities and Markets Authority guidelines for Ucits ETFs will make life more difficult for physically backed ETFs and point to a growing acceptance of synthetic funds
Leveraged and inverse ETFs and ETNs criticised by New York University mathematics professor
UBS lists 64 exchange-traded funds on the London Stock Exchange in a single day – the largest ever daily listing of these products in the UK
The evaporation of fixed-income yield is set to look even more pronounced when account is taken of inflation expectations, according to an iShares report
Credit Suisse is converting more of its synthetic exchange-traded funds to the physical model, which happens to be favoured by the Swiss Financial Markets Association
A tighter leash
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.