Second generation volatility products are a much better investment than their previous iteration, according to one hedge fund manager – but buyers previously burnt by this asset class may be tough...
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Vix articles
EDHEC and SocGen reveal all on Asian volatility
Taking on the tail
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Managing the falls
Volatility of volatility spike drives options liquidity squeeze
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions c...
Source has joined the flood of product and index providers coming to market with solutions for accessing volatility without the costs associated with holding a long-term position in the asset class
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.