Dealers enjoyed a bright start to the year but endured a slow second quarter and a savage start to the third as political wrangling over European and US debt contributed to a surge in volatility and risk...
Regulators need to protect markets from "rumours and false information" say bans' supporters
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
Declining forex implied volatility is driving increased hedging among Asian corporates. While dealers report rebounding risk appetite for options and structured products, treasurers continue to rely on forwards and futures to carry the bulk of their hedging...
This paper deals with volatility estimation in commodity markets. Piotr Grzywacz and Krzysztof Wolyniec note that energy commodities have many time (volatility) scales, which has dramatic implications for mean-reversion and volatility estimation. They...
Barclays has issued a second version of its iPath Long Enhanced S&P 500 Vix Mid-Term Futures ETN, which some observers say risks suffering the same fate as its predecessor unless market conditions change
Carbon allowance trading hits all-time high in June as analysts downgrade predicted average ETS Phase 3 price to €22 per tonne
Nobel winning quant makes the case for market-making as a stabilising force and a source of returns
A budding player in the exchange-traded fund field, Garrett Asset Management in the US aims to bring innovation and flexibility to investors. Founder Elliot Noma speaks to Sarah Nowakowska about Finra-friendly buy-and-hold ETFs
Education emerged once more as the most vital ingredient for the successful development of the market, according to the majority of speakers at the Structured Products Americas conference. Equal attention was paid to regulation, while the product of the...
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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