Equity derivatives

Equity derivatives special report

bankrupt

There was a slight feeling of déjà vu in the equity derivatives markets in May. As the eurozone sovereign debt crisis peaked, volatility and correlation shot up to recent highs. A succession of poor bank results followed, showing sharp declines in equity revenues in the second quarter, with many blaming the increase in volatility levels for the outcome.

This is more than slightly reminiscent of the fourth quarter of 2008, when most equity derivatives dealers were hit hard by a surge in volatilit

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: