Interbank markets stabilise despite 'unprecedented' volatility

The Chicago Board Options Exchange (CBOE) Vix volatility index, which measures the implied volatility of Standard & Poor's 500 Index options, closed at 60.9 yesterday, down from 64.7 on Monday.

"There have been few runs in history as long of such high volatility" as this year's financial crisis, according to a recent study of market volatility by Christopher Finger, Geneva-based head of risk management research at consultancy RiskMetrics.

Finger studied volatility levels in the S&P 100 Index 20

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here