The ETN that grew too fast
The divergence between US and European volatility measures has grown in the first quarter of 2012, according to Barclays Capital
Which model for equity derivatives?
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
Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk aversion. For the third year in a row, Deutsche...
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 change
House of the year, Americas
US structurer of the year
Getting a grip on volatility
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
Société Générale boards volatility bandwagon
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 Investment Management in May.
Banks have seen value-at-risk figures fall over 2010, but risk measure may be on the way out
Hong Kong will get a real-time VIX index in the first quarter next year, according to Hang Seng Indexes.
Horizons BetaPro has launched the first ETF in Canada to track the S&P Vix 500 Short-Term Futures index
Vying for volatility
Trade of the Month: Volatility as an asset class
Barclays Bank has listed 11 short and leveraged ETNs in New York, giving exposure to domestic and international equities and volatility.