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
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
An upwardly sloping term structure of volatility is dragging on the performance of the popular exchange-traded note.
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...
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...
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
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...
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