Doing business in Asia as a European bank is far from easy. Not only are investors increasingly concerned about counterparty risk, but the credibility of Europe's banking system has been shot at from a...
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...
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 to...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Vix articles
Asia’s volatility products are not yet liquid enough to draw local investors away from the CBOE Vix
Credit Suisse’s recent move to suspend issuance of a popular exchange-traded note (ETN) 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...
Local volatility was, for a long time, seen as being a universal panacea. However, cracks appeared and we have been forced to look elsewhere for a new framework. Philippe Henrotte, co-founder, partner and head of financial theory and research at Ito33,...
Flows into volatility-based structured products and exchange-traded funds have been greatest in the US, though even European investors have tended to use the Vix index to access volatility. But higher volatility in Europe, coupled with an increase in...
Brisk development of the equity derivatives market in Asia is opening the door to further developments in structured products, according to a research report released in the last quarter of 2011 by EDHEC-Risk Institute and Société Générale
The potential for another systemic meltdown is a clear and present danger given the precarious state of eurozone public finances plus global debt and credit imbalances. But Asian investors are not rushing to buy crash protection. Rather, with implied...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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