Tag: VIX
SRP Apac 2024: structured products play ‘enabler’ within each asset class
Asia Pacific | Conferences
21 May 2024 by Jocelyn Yang
Panelists discussed the timeline for potential interest rate cuts, low volatility, geopolitical risks and how structured product market participants can navigate current macro factors at the SRP Asia Pacific 2024 conference held in Singapore earlier this month.
![SRP Apac 2024: structured products play ‘enabler’ within each asset class](https://files.structuredretailproducts.com/files/Ishan Sarkar HSBC private banking square 21524.png)
SRP in brief: Enhancing collaboration
International | Industry
02 Apr 2024 by SRP News
Vontobel continues to collaborate with Luma Financial Technologies on product offerings, while Lincoln Financial introducing the first dual trigger account in the US FIAs market.
![SRP in brief: Enhancing collaboration](https://files.structuredretailproducts.com/files/Collaboration partnership team work Gajus AdobeStock_178119640 copy.png)
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.
![Cboe: VIX downward trend not triggered by vol-selling strategies](https://files.structuredretailproducts.com/files/Mandy Xu Cboe.png)
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.
![BIS: VIX drop fuelled by yield enhancement products](https://files.structuredretailproducts.com/files/Volatility m.mphoto AdobeStock_square.png)
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.
![Analysis: commoditising volatility](https://files.structuredretailproducts.com/files/Volatility KanawatTH adobe stock 3172023.png)
Analysis: commoditising volatility
International | Expert View
06 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.
![Analysis: commoditising volatility](https://files.structuredretailproducts.com/files/Volatility KanawatTH adobe stock 3172023.png)
Credit VIX – tracking the credit markets
International | Indices
18 Oct 2023 by Summer Wang
The recent launch of the latest VIX iteration indicates the increasing investor focus on credit as higher rates crush corporates.
![Credit VIX – tracking the credit markets](https://files.structuredretailproducts.com/files/Nicholas Godec square mw 2.png)
Research: volatility and OTM call returns
International | Products
03 Oct 2023 by Tobias Sichert
Standard option pricing models in finance, like the Black-Scholes model, would suggest that call returns are positive, and that call returns should be higher, the higher the strike of the option.
![Research: volatility and OTM call returns](https://files.structuredretailproducts.com/files/Sichert high resolution 3 10 2023.png)
Latest: Cboe, S&PDJI partner to launch new credit VIX
International | Products
03 Oct 2023 by SRP News
Cboe Global Markets and S&P Dow Jones Indices (S&P DJI) have announced the launch of four new credit volatility indices (Credit VIX) to provide a VIX Index-like measure for credit market volatility.
![Latest: Cboe, S&PDJI partner to launch new credit VIX](https://files.structuredretailproducts.com/files/Trading Maximusdn adobe stock 3102023.png)