Volatility
Absolute Volatility Arbitrage Plus: Amundi Asset Management
Interview with Eric Hermitte, co-head of volatility and convertible bonds at Amundi AM, about the Absolute Volatility Arbitrage Plus fund, winner of best volatility hedge fund in the 2013 awards
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging the...
Bill Perkins believes rising demand and reduced risk warehousing will create opportunities for natural gas traders: video
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Volatility articles
Hadron Alpha Select Fund: Hadron Capital
Winner best alternative Ucits fund of the year
‘Required return’ framework aids hedge fund allocation decisions
A ‘required return’ framework is a useful tool for managing diversified hedge fund portfolios
‘No panic’ as Nikkei volatility spikes, dealers say
Traders say no sign of short volatility hedging after Nikkei 225 plunges
US structurer of the year: Credit Suisse
Gold is an intriguing investment, but it was Credit Suisse that last year made it very simple, with the first covered call, exchange-traded product issued in the US. The exchange-traded note (ETN) was launched at the start of February 2012 and was distributed...
36 South opens volatility hedge fund for US pensions
US pension funds are attracted by the low correlation to mainstream asset classes offered by 36 South's flagship fund, says its CIO. He says European funds should not ignore the US market
Falling correlations could give hedge funds bumper returns
A fall in asset-to-asset correlations could mean a good year for many hedge fund strategies, even though volatility is expected to remain relatively low, according to research from Axioma
Japanese banks recycle risk into Europe
Last summer, banks in the Japan structured products market were hit hard by moves in volatility – but some banks saw this as an opportunity to recycle risk to European pension funds. Viren Vaghela reports
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
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.
- Finding the Right Path to Hedge Accounting
- Don’t get left behind – how financial services need to consider their IT infrastructure
- Rebuilding Customer Trust in Retail Banking
- How customer-centric transformation can lead to an increase in revenue and streamline operations
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