Barclays has listed its first iPath ETN in Italy, hoping to add to the success of its volatility-linked ETNs
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Volatility articles
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
Reduction in risk appetite and regulatory crackdown causing increase in long-dated skew, say equity derivatives dealers
Value-at-risk (VaR) is increasingly replacing volatility as the main measure of risk. In this paper, we investigate the consequences when VaR is used as the relevant risk constraint in portfolio optimization....
Financial market volatility is at an all-time low due to improvements in the functioning and structure of global financial markets, increased liquidity and better communication between central banks...
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.