Buying and selling risk

Rampant volatility in 2002 has been a minefield for investors. But risk budgeting and proprietary tools are helping many navigate treacherous markets.

These are tense days for portfolio managers. Realised equity market volatility is reaching levels not seen since the Long-Term Capital Management debacle and Russian debt crisis of 1998. “The FTSE 100 was off by double digits this morning, was up well over 100 points a few seconds ago and now it’s coming off again,” said Richard Boardman, London-based head of risk at Friends Ivory & Sime (FIS), on one afternoon in early August. The UK-based asset management firm has about $52 billion worth

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The new rules of market risk management

Amid 2020’s Covid-19-related market turmoil – with volatility and value-at-risk (VAR) measures soaring – some of the world’s largest investment banks took advantage of the extraordinary conditions to notch up record trading revenues. In a recent…

ETF strategies to manage market volatility

Money managers and institutional investors are re-evaluating investment strategies in the face of rapidly shifting market conditions. Consequently, selective genres of exchange-traded funds (ETFs) are seeing robust growth in assets. Hong Kong Exchanges…

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