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...
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...
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.
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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...
Bank of America Merrill Lynch has developed a liquid volatility index for institutions which are seeking a systematic tail risk hedge.
Skew skyrocketed in May, breaking through levels last reached in 2008 after the bankruptcy of Lehman Brothers, while volatility and correlation also spiked. The dislocations are rumoured to have caused losses for some exotic equity books. How did dealers...
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 other European countries have pushed volatility...
Leading alternative asset investors are placing a higher focus on the ability of funds of hedge funds in Asia as well as hedge fund managers to respond quickly to volatile markets following the collapse of Lehman Brothers in 2008. "Since the crisis...
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
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