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 webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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.