In one part of the world, volatility would appear to be too tricky a concept to be sold to retail investors, though it may prove palatable to those that are more sophisticated. In the US, volatility is...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Volatility articles
Calibrating a local volatility model to options prices is a complicated process requiring both interpolation of liquid prices and extrapolation beyond them. Recently focus has turned to efficient numerical methods. Here, Alex Lipton and Artur Sepp show...
The latest exchange-traded notes from Barclays, Credit Suisse and RBS offer alternative strategies aimed at making the most of market volatility or hedging against tougher conditions
What is the future for ETFs that provide exposure to hidden assets such as hedge funds, private equity and volatility?
The revelation of rogue trading at UBS follows a period of market volatility. That is nothing new, say risk managers
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
Options market metrics suggest dealers have navigated volatility surge without serious pain - but the market did experience a brief liquidity squeeze
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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