JP Morgan has partnered with fund manager Permal to launch an index that combines trading strategies with risk management.
Diversified investing is not the way to achieve returns and investors should avoid broad market exchange-traded funds (ETFs) and anything structured, according to hedge fund Noster Capital
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
The credit markets enjoyed a rare period of serenity as 2011 began, but few participants expect volatility to stay away for long
Extreme market risk is hardly new for manufacturers, merchants and end-users in the agricultural commodity markets. Heightened commodity price volatility directly and indirectly affects profitability, which then complicates purchasing, budgeting and other...
Elevated concern about extreme events has boosted interest in hedging tail risk, but this means turning conventional fund management on its head. Mark Pengelly talks to Mark Spitznagel, founder of hedge fund Universa Investments
Ask any derivatives professional where they first learned about the subject and there’s a good chance they will tell you John Hull’s celebrated textbook, Options, futures and other derivatives. Heading for its eighth edition early this year, the...
The decision to spend around €100 million on hedges that significantly underperformed when the sovereign debt crisis was in its pomp may seem like a dreadful misjudgement by Société Générale Corporate and Investment Banking (SG CIB). However, the...
Despite a near-impossible pricing environment, issuers continue to offer investors returns on FTSE 100-based products, with a few surprise exotics.
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