Despite the bearish outlook on the China economy HSCEI volatility levels are at record lows
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 the guarantees. Louie Woodall examines how these mechanisms...
Last summer, banks in the Japan structured products market were hit hard by moves in volatility – but some banks saw this as an opportunity to recycle risk to European pension funds
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 end of the year inflicted further pain. In total, the...
Finding yield is a complex task but Japanese investors have been facing this issue for longer than most, as two decades of moribund domestic markets have driven them overseas - from the vanilla Aussie/Kiwi dollar carry trade to the more esoteric delights...
Credit Suisse’s recent move to suspend issuance of a popular exchange-traded note caused the value of the note to whipsaw, and the bank is being asked pointed questions by regulators. Other dealers accuse the bank of mishandling the situation and claim...
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.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014