Horizons BetaPro has launched the first ETF in Canada to track the S&P Vix 500 Short-Term Futures index
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Volatility articles
Classical with-profit life insurance products are traditionally backed by a buy-and-hold bond investment strategy. Using book-value accounting for such products tends to lead to a design of the gu...
Market exposures to FTSE 100 defined benefit schemes could result in a £100bn spike over one year in their total deficit, reports PensionsFirst
Barclays has listed its first iPath ETN in Italy, hoping to add to the success of its volatility-linked ETNs
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
Using options to improve portfolio risk/returns
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.