A panel comprising executives from a commercial bank, an asset manager and an index provider discussed the use of volatility control underlyings to diversify exposure across asset classes.
The current market volatility has highlighted the benefits of having a volatility control overlay in indices to help manage the risks of clients’ investment, according to Tortrakun Satayaprasert (pictured) , first vice president, product solutions and markets innovation at Krungthai Bank, one of the five largest Thai banks by market capitalisation. “This is best demonstrated if we look at structured notes linked to vol control indices,” said Satayaprasert. “Previously, t
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