Volatility
Sponsored statement: OpenLink
Hard markets for softs? The case for holistic risk management in agricultural commodity markets
The Universa approach to hedging tail risk
Profiting from disaster
Lifetime achievement award: John Hull
Risk awards 2011
Equity derivatives house of the year: Société Générale
Risk awards 2011
UK products offer access to commodities, emerging markets and overseas indexes
Despite a near-impossible pricing environment, issuers continue to offer investors returns on FTSE 100-based products, with a few surprise exotics.
Horizons BetaPro unveils US volatility ETFs
Horizons BetaPro has launched the first ETF in Canada to track the S&P Vix 500 Short-Term Futures index
BarCap ETN offers access to volatility
Vying for volatility
Trade of the Month: Volatility as an asset class
Trade of the Month: Volatility as an asset class
Valuation of with-profit insurance policies with interest rate guarantees
Classical with-profit life insurance products are traditionally backed by a buy-and-hold bond investment strategy. Using book-value accounting for such products tends to lead to a design of the guarantee rate based on an average of long-term interest…
Volatility in defined benefit schemes trumps deficit worries
Market exposures to FTSE 100 defined benefit schemes could result in a £100bn spike over one year in their total deficit, reports PensionsFirst
Hedging strategies critical in Asia M&A
Risky strategies
The risks of high cross-asset correlation
Opportunities and threats
Citi launches 10-year Vix ETNs in the US
Citi Funding is offering a hedge against the negative correlation between volatility and equity markets as well as an option to take a view on volatility.
Barclays makes its debut in the Italian ETN market
Barclays has listed its first iPath ETN in Italy, hoping to add to the success of its volatility-linked ETNs
Stoxx launches Eurostoxx 50 volatility index
Stoxx launches Eurostoxx 50 volatility index
House of the year
Structured Products Europe Awards 2010
Volatility: the next mainstream asset class?
A volatile time
Correlation dislocation
Macro hedging in disrepair
Product performance
Product performance
Trade of the month: Digital payoffs
Digital options lead to two outcomes and are most commonly used with capital protected structured products.
An active approach to managing index-linked gilts will pay dividends
Active aggressive
Sponsored forum: US inflation derivatives
Developments in the US inflation derivatives market
Eurostoxx 50 investors 'unintentionally making a bet on financials', according to research
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
Sponsored statement: Using options to improve portfolio risk/returns
Using options to improve portfolio risk/returns