Volatility
Artemis’s Cole is finding ‘crisis alpha’ in volatility markets
Relative value volatility strategies can generate absolute returns and protect investors from hidden market risks and tail events
Farid AitSahlia Warrington College of Business Administration, University of Florida The twin objectives of risk diversification and expected return maximization are essential to portfolio efficiency....
Appetite for hedging equity exposure with structured products based on volatility shrank last year as confidence grew that markets will remain stable for the forseeable future. Now, bankers are looking...
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How banks needs to consider their IT infrastructure
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More Volatility articles
Emerging markets forex offering opportunities all the way from local...
The emerging markets continue to provide access to the kind of volatility not seen in developed markets since financial markets started to become commoditised in the 1970s and 1980s, but there remains a number of ways to either exploit or analyse these...
Trade of the month: the best structures for low volatility and low interest...
Volatility in most equity indexes has been comparatively low over the past two years, especially compared to the levels seen during the onset of the financial crisis. This has had a dramatic effect on structured product design. In this issue, we look...
Uridashi losses put at $500 million after Nikkei rebounds
When the Nikkei slumped last May, banks were forced to sell volatility to protect positions built up through the sale of uridashi products – leaving many with losses. A rally in the index at the end of the year inflicted further pain. In total, the...
Growing popularity of renminbi heralds more structured products linked...
The renminbi has been exciting investors since its restricted entrance into the foreign exchange market in 2005, and dramatic trade inflows since the start of this year are being reflected in greater interest in structured products based on the currency...
Low crude volatility to bolster spread trades, say analysts
Market participants expected to shy away from outright bets on crude oil as low volatility persists
Banks eye structured products linked to emerging markets volatility
Structured product providers are looking to take volatility-linked products to the next level by basing them on emerging markets
Index providers look to apply minimum volatility success story to other...
Minimum volatility strategies have been a huge hit in the equity space. Index providers are now planning to apply them to fixed income and commodities
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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