Volatility
FX volatility – An evolutionary story
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Risk Books: Managing Energy Price Risk, 4th Edition
Industry leader Vincent Kaminski discusses the challenges faced by energy markets and his new book, Managing Energy Price Risk, 4th Edition.
Q&A: SNB's Danthine on the Swiss franc and market risk
Market participants "must ensure they are capable of bearing losses", says SNB vice-chair
Risk manager of the year: Credit Suisse
Bank’s fluid approach to risk recycling allows tighter pricing than slower rivals
Practitioners must take risk measures with a pinch of salt
Buffett's warning on perils of volatility is well justified, argues Kaminski
Tucker: regulators knew reforms might create 'bumpy' markets
Prudential rules sought to bring about new market structure, says ex-BoE deputy governor
Volatility and correlation don’t measure what you think
Two ubiquitous risk analytics are easily and often misunderstood
Oil, weather and Ukraine boost European gas volumes
2014 saw rising activity in Europe's exchange-traded and OTC gas markets
New Kospi volatility futures register low volumes
South Korea becomes fifth Asia country to launch volatility futures
Commodity leveraged ETFs: Tracking errors, volatility decay and trading strategies
Tracking performance of ETFs is examined, with a focus on volatility decay
Oil price fall spurs interest in trading, says panel
Volatility seen as positive for financial traders, including banks
Path-dependent volatility
Julien Guyon on path-dependent volatility models
Cutting edge: Incorporating forex volatility into commodity spread option pricing
Spread option pricing: importance of forex risk factors illustrated
Volatility and correlation: the missing link
Research decouples risk components
Low yields and low volatility a growing bubble
Fed-sponsored low rate environment a ticking time bomb
Investors look to profit from record low equity volatility
Hedge funds holding their nerve in game of volatility limbo
Asset quality trumps hedging cost in volatile currencies
Correlation of currency and underlying asset militates against hedging
Index innovation of the year
Index innovation of the year, S&P Dow Jones Indices
Volatility suppression eases fears of emerging markets contagion
EM volatility remains contained – for now
Emerging markets volatility lucrative for discerning investors
Lucrative volatility