Volatility
ETF providers look to alternative beta
Weighing the alternatives
ETFs have improved price efficiency between spot and futures markets, Edhec
ETFs have been a positive influence on the trading of related futures and securities markets, according to an Edhec survey
Asian investors warm to volatility as demand for yield enhancement strategies grows
The need for better returns in a low-yield market environment is encouraging Asian investors to take a closer look at alternative investment strategies and the use of volatility as a hedging tool, with banks launching more enhanced, dynamic strategies in…
The quest for the perfect tail risk solution
Tools for tackling tail risk
Product performance
Product performance
RBS retains structured products in restructure
Trimming the fat
No nosedive: markets could defy doom-mongers
Challenging the doom-mongers
Arguments on artificial volatility dampeners must focus on fundamentals, warns Skinner
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
Risk-reduction ETFs poised to gain ground
Market volatility is fuelling investor demand for exchange-traded funds based on risk control indexes
RBS cash equities exit could hike hedging costs
RBS will have to pay more to hedge vega from its equity derivatives business after losing offsets provided by cash, rivals say
From Vix to VStoxx: decoupling volatility
Decoupling volatility
Asian institutionals take aggressive stance on volatility
Tackling the tail
Structured Products Europe: Is volatility too complex for retail?
Bridging the knowledge gap
Equity derivatives house of the year: JP Morgan
Risk awards 2012
Hedge fund of the year: Brevan Howard Asset Management
Risk awards 2012
Gas users lock in low long-term prices
Long-term price risk management deals are becoming more popular with utilities and regulators as a way to lock in low natural gas prices
Structured Products Europe: volatility-based products come out of the shadows
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 be…
Sponsored statement: RBS
Hybrids: Diversifying by unifying
Asian institutional investors take aggressive stance on volatility
Taking on the tail
Political crisis in Europe brings volatility back to forex options
Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
Quant Congress Europe: Peter Carr introduces ‘meta-modelling’
Morgan Stanley quant tells Risk's annual European quantitative finance event that modelling assumptions should be considered in light of calibration needs - even if this leads to discrepancies