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 In...
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.
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An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
A change of regime
Bank of America Merrill Lynch has developed a liquid volatility index for institutions which are seeking a systematic tail risk hedge.
Exchange-traded fund (ETF) provider Source has created the first European ETF on the S&P 500 Vix Futures Index, providing investors with access to volatility at a time when fiscal problems in Greece and...
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