Volatility
Arguments on artificial volatility dampeners must focus on fundamentals...
Debate on matching and counter-cyclical premiums must not remain linked to needs of specific countries if political consensus is to be reached
Market volatility is fuelling investor demand for exchange-traded funds based on risk control indexes
RBS will have to pay more to hedge vega from its equity derivatives business after losing offsets provided by cash, rivals say
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
Journal of Risk Volume 14/Number 2, Winter 2011/12
Farid AitSahlia Warrington College of Business Administration, University of Florida The quality of any model depends critically on the quality of its inputs. This issue of The Journal of Risk contains papers dealing with the - direct or indirect...
From Vix to VStoxx: decoupling volatility
Flows into volatility-based structured products and exchange-traded funds have been greatest in the US, though even European investors have tended to use the Vix index to access volatility. But higher volatility in Europe, coupled with an increase in...
Asian institutionals take aggressive stance on volatility
The potential for another systemic meltdown is a clear and present danger given the precarious state of eurozone public finances plus global debt and credit imbalances. But Asian investors are not rushing to buy crash protection. Rather, with implied...
Structured Products Europe: Is volatility too complex for retail?
Volatility was at the heart of the conversation at the Structured Products Europe conference in Frankfurt on November 21. Though whether volatility-based structured products will ever be sold in large volumes to retail investors in Europe continues to...
Equity derivatives house of the year: JP Morgan
Japan’s equity markets started 2011 in good shape. The Nikkei 225 index had climbed 18% over the previous four months and added a bit more ground during the first quarter, up to the point markets closed on March 10. The next day – a Friday – at...
Hedge fund of the year: Brevan Howard Asset Management
Anyone can rake in money when a bet ends up being wildly successful – it’s much harder to avoid losing money when fortunes turn. Brevan Howard Asset Management is one of very few global hedge funds to have achieved both in the last couple of years....
Dealers count cost of Santander's Brazilian real hedges
Santander protects the value of its growing Brazilian business with a huge hedging programme that leaves its counterparties long the real. That became a source of intense pain when the currency fell like a stone in late September. By Peter Madigan
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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Using market and credit risk analytics to strengthen performance
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