Vix
Trade of the Month: Volatility as an asset class
Volatility has become the darlinig of structured products and has become so favoured that it is now talked of as a pseudo asset class. Tim Mortimer explains
Barclays Bank has listed 11 short and leveraged ETNs in New York, giving exposure to domestic and international equities and volatility.
Citi Funding is offering a hedge against the negative correlation between volatility and equity markets as well as an option to take a view on volatility.
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How banks needs to consider their IT infrastructure
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More Vix articles
Barclays Capital’s VXX is bleeding volatility, analysts claim
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
Volatility: the next mainstream asset class?
Trading volatility used to be the domain of an elite group of sophisticated investors but this year pension funds and even retail investors started snapping up the latest generation of products. It could be a flash-in-the-pan fad but more likely volatility...
Asia providers on best behaviour for new regulatory regime
Retail investors in Hong Kong are slowly acclimatising to a new regulatory regime which will be fully implemented from January 2010. Concerns about the regulators zeal have meant that few or none are prepared to exploit any of the current loopholes before...
Equity investors struggle with high correlation
Correlation in the equity markets has traditionally moved in tandem with volatility, but since June the relationship between the two has broken down. What has caused the rupture and how have investors been affected? Peter Madigan reports
VAR drops in Q2 despite sovereign risk fears
Most large banks had less exposure to market risk during the second quarter, despite volatile conditions in many asset classes.
Volatility, correlation and skew too
Skew skyrocketed while volatility and correlation spiked in May, reviving memories of the carnage inflicted in the months that followed the bankruptcy of Lehman Brothers in 2008. The dislocations are rumoured to have caused losses for some exotic equity...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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