More Volatility articles
Risk awards 2011
Despite a near-impossible pricing environment, issuers continue to offer investors returns on FTSE 100-based products, with a few surprise exotics.
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
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.