Bucking the trend

Special Report: Equity derivatives

asiarisk-jun08-15-gif

South Korea's equity derivatives market has thrived since its inception in 2002, growing to $25 billion in notional volumes of equity-linked securities (ELS) last year, according to Samsung Securities. And the market has continued to perform well, despite problems in the global credit markets and big jumps in South Korean equity volatility this year.

The rise in both implied and realised volatility in the first four months of the year, combined with a double-digit percentage drop in share prices,

To continue reading...

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 indvidual account here: