Tag: Volatility
Cboe: VIX downward trend not triggered by vol-selling strategies
International | Industry
27 Mar 2024 by Pablo Conde
The options exchange concludes that there is no compelling evidence that the growth in products selling options is having a disproportionate impact on the equity volatility market as the decline in equity volatility is in line with other asset classes.
SRP Europe 2024: moving to a hybrid flavour
Europe | Industry
19 Mar 2024 by Marc Wolterink
Deleveraging, hybrid baskets and the impact of platforms on bespoke structured products.
BIS: VIX drop fuelled by yield enhancement products
International | Indices
08 Mar 2024 by Pablo Conde
A report released by the international financial institution which is owned by member central banks suggests that the direction of the VIX index throughout 2023 is not a result of the increasing use of 0DTEs but a function of the increasing number of yield-enhancement products in the market.
Korean banks halt HSCEI-linked sales, implied vols unscathed by Vega bids
Asia Pacific | Industry
13 Dec 2023 by SRP News
Five major banks in South Korea have now halted the sale of equity linked securities (ELS) linked to the Hong Kong Hang Seng China Index (HSCEI).
StructrPro: the risk of highly volatile underlyings cannot be underestimated
North America | Products
22 Nov 2023 by Suzi Hampson - FVC
We look at structured products in the US market linked to underlyings that have exhibited poor performance during 2023.
StructrPro: the risk of highly volatile underlyings cannot be underestimated
North America | Expert View
21 Nov 2023 by Suzi Hampson - FVC
We look at structured products in the US market linked to underlyings that have exhibited poor performance during 2023.
HSCEI: Vega supply muted by lower issuance
Asia Pacific | Products
14 Nov 2023 by Pablo Conde
Almost 70% of live products featuring the Hang Seng China Enterprises Index (HSCEI) are in safe territory and far from breaching their defensive barriers.
HSCEI: Vega supply muted by lower issuance
Asia Pacific | Expert View
14 Nov 2023 by Pablo Conde
Almost 70% of live products featuring the Hang Seng China Enterprises Index (HSCEI) are in safe territory and far from breaching their defensive barriers.
Analysis: commoditising volatility
International | Products
07 Nov 2023 by Tim Mortimer - FVC
Structurers and traders at investment banks involved in structured products are constantly assessing pricing and risk management as part of the issuance program they are involved in.