Volatility
Lyxor launches 'smart' risk-allocation ETFs
Lyxor has entered the risk-control exchange-traded funds market with the listing of two alternatively weighted funds on NYSE Euronext
Managing Solvency II's equity capital charge
The volatility challenge
Market reaction to price changes and fat-tailed returns
Market reaction to price changes and fat-tailed returns
Life & Pension Risk Nordics: Market volatility and Solvency II 'present opportunities for life sector'
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
JP Morgan’s ‘London whale’ losses spark VAR debate
In-house probe will look at role of internal model change, among other factors
Sponsored statement: Vanguard
The certainty of uncertainty: When not to jump
Sell VStoxx and buy Vix futures, says BarCap
The divergence between US and European volatility measures has grown in the first quarter of 2012, according to Barclays Capital
White House seeks tools to fight ‘excessive’ oil speculation
On Tuesday, US President Barack Obama launched a new initiative aimed at curbing speculation in energy markets, arguing that it would help ease the pain of high gasoline prices. He urged Congress to give the US Commodities Futures Trading Commission …
Sponsored statement: Ito33
Which model for equity derivatives?
CMS: covering all bases
CMS: covering all bases
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