Volatility is trading at low levels on HSCEI despite China fears
Losses manageable now but if the Nikkei goes under 13,000, "there will be panic"
Equity-linked underlyings moving to Euro Stoxx 50
More Vega articles
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging t...
Viva Las Vega!
When the Nikkei slumped last May, banks were forced to sell volatility to protect positions built up through the sale of uridashi products – leaving many with losses. A rally in the index at the e...
Requiem for a probabilist
Making way for the money-spinner
Stephen Diggle, co-founder of defunct Singapore hedge fund Artradis, which closed after incurring losses of $700 million, will re-launch an Asian long volatility fund under his new vehicle Vulpes In...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.