Low volatility is acting as drag on the take-up of local indexes
Low leverage this time should result in milder correction than 2008/9
Post-election rally likely to further increase sales later this year
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 Vix articles
Roll costs, tenor and lot size limiting attractiveness
EM volatility remains contained – for now
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
National Stock Exchange of India about to launch the fourth Asian equity volatility index this week
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
Increasing the potential liquidity pool a major aim for Australia volatility futures market
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Alpha in Vega
The volatility merry-go-round
Structured product providers are looking to take volatility-linked products to the next level by basing them on emerging markets
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.