Volatility
White House seeks tools to fight ‘excessive’ oil speculation
On Tuesday, US President Barack Obama launched a new initiative aimed at curbing speculation in energy markets, arguing that it would help ease the pain of high gasoline prices. He urged Congress to give...
Local volatility was, for a long time, seen as being a universal panacea. However, cracks appeared and we have been forced to look elsewhere for a new framework. Philippe Henrotte, co-founder, partner...
Simon Cedervall and Vladimir Piterbarg develop a new vanilla model that directly links constant maturity swap (CMS) and payment convexity in general payouts to volatilities of swaptions of all relevant...
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.
More Volatility articles
ETF providers look to alternative beta
Alternatively-weighted indexes are attracting more and more attention from ETF providers. So far this year Ossiam, PowerShares and State Street have listed ETFs that provide exposure to equities weighted to minimise risk, capture high beta, and increase...
ETFs have improved price efficiency between spot and futures markets...
ETFs have been a positive influence on the trading of related futures and securities markets, according to an Edhec survey
Asian investors warm to volatility as demand for yield enhancement strategies...
The need for better returns in a low-yield market environment is encouraging Asian investors to take a closer look at alternative investment strategies and the use of volatility as a hedging tool, with banks launching more enhanced, dynamic strategies...
The quest for the perfect tail risk solution
Tail risk has become a hot topic as nervous investors seek assurances and product creators try to second-guess what the governments and the financial markets may throw at them next. Hannah Collins investigates the strategies and products on offer to cope...
Product performance
Future Value Consultants provides the analysis of a comparison of three reverse convertibles issued in the US and based on the common stocks of three of the most popular underlyings for retail structured products
RBS retains structured products in restructure
Royal Bank of Scotland retains its investor products and equity derivatives businesses in its latest restructuring, but ditches cash equities, corporate broking, equity capital markets and mergers and acquisitions. Richard Jory reports
No nosedive: markets could defy doom-mongers
Markets face a testing 2012 – but Stephen Blyth argues they are better-equipped to cope than in 2008
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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What’s next for fixed-income ETFs and structured products?
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Risk USA
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
- Don’t get left behind – how financial services need to consider their IT infrastructure
- Rebuilding Customer Trust in Retail Banking
- How customer-centric transformation can lead to an increase in revenue and streamline operations
- Anti-Money Laundering when transaction monitoring is not sufficient
- Flexible technology needed to respond to regulatory change
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