Volatility derivatives
Equity Derivatives House of the Year, Asia
Published online only
Source: Structured Products
Credit Suisse
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UK investors remain wedded to FTSE 100 index
Published online only
Source: Structured Products
UK Investors continue to prefer products based on the FTSE 100 index, with underlyings such as emerging markets generally offered only when requested by private clients. “One year ago, the FTSE was at levels that could be considered very cheap, but...
UK investors intensify their love affair with FTSE
Published online only
Source: Structured Products
The UK market remains wedded to products based on the FTSE index, with underlyings such as emerging markets generally offered only when requested by private clients. "One year ago, the FTSE was at levels that could be considered very cheap, but since...
Between volatility and variance
Published online only
Source: Structured Products
Banks and investors were hammered on short single-stock variance positions during the financial crisis, leading many dealers to withdraw from the variance swap market. The alternative that some have reverted to is the volatility swap, although this has...
Barclays sees above-trend growth and below-trend inflation
Published online only
Source: Structured Products
Barclays Capital is advising investors anxious about their next move to be more confident about the market. Investors should "look at the markets with a confident eye, the financial conditions are continuing to ease. There is above-trend growth (with...
Return to variance?
Published online only
Source: Risk magazine
Banks and investors were hammered on short single-stock variance positions during the crisis, causing many dealers to pull back from the variance swap market altogether. Instead, some have been pushing volatility swaps as an alternative, but not everyone...
Wrestling with correlation
Published online only
Source: Structured Products
The correlation risk inherent in most structured products represents an ongoing headache for manufacturers. While new regulatory proposals would affect how much risk banks keep on their books, market dynamics are at play, especially the rise in correlation...
The road to high yield
Published online only
Source: Structured Products
The low-risk arbitrage opportunities found in the institutional structured products market this year may not be so common in 2010. Instead, more stable financial markets are expected to herald the return of product lines that can deliver extra yield...
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