Volume 7, Issue 2 (2014)
Volume 7, Issue 2, 2014
More Volatility articles
Hedge funds holding their nerve in game of volatility limbo
Correlation of currency and underlying asset militates against hedging
EM volatility remains contained – for now
The deregulation of Australian electricity markets has brought several challenges, including the possibility of price spikes, which expose market participants to significant risks. As Adebayo Aderou...
The use of internal bank models for meeting capital requirements has been approved for some time. Regulators thus face issues of model approval, necessitating some public domain analysis of model performance....
Weather constitutes an important macroeconomic risk that affects a wide range of industries, among them agriculture, energy and tourism. Companies in these sectors are naturally concerned about unfavorable...
Systematic indexes become expensive "just when you need them", portfolio manager
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Just over half of dealer respondents to a Risk survey believe post-crisis rules are constraining their ability to make markets
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.