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.
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Vix articles
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...
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.