Tag: Volatility
Rising bond yields may trigger structured product shake-ups
International | Industry
28 May 2021 by Lavanya Nair
As the US 10-year treasury yield hovers above 1.6% we look at the impact bond yields have in the structured products market.
The VIX ‘fear’ index: a justified nickname
International | Indices
26 May 2021 by Tim Mortimer - FVC
The VIX index is a measure of implied volatility of the S&P 500 index.
Structuring: inflation fear impacts market volatility
Europe | Products
26 May 2021 by Pablo Conde
When the VIX is in contango - second-month futures higher than front-month futures, as is often the case - shorting volatility via exchange-traded notes (ETNs) like VXX provides an additional return via the roll yield.
SEC charges S&P DJI over VIX failures
North America | Regulations & Legal
18 May 2021 by Lavanya Nair
The US watchdog has fined the index provider for failing to disclose ‘critical features’ of the volatility index.
Compass: digital assets indices suitable for structured products
Europe | Indices
11 May 2021 by Marc Wolterink
The Swiss/French index provider has launched new reference and volatility target indices on 18 digital assets.
View from the top: the focus on risk management over yield paid off in 2020
Europe | Features
05 May 2021 by Pablo Conde
The events of March 2020 sent the financial markets into a downward spiral, recording significant drawdowns and levels of volatility not witnessed for decades.
Citi takes portfolio management and QIS to the next level
International | Industry
27 Apr 2021 by Citi - Sponsored Content
Citi’s multi-asset active allocation solution, developed in partnership with BlackRock as allocation provider and distributed so far in Asia via a third party private bank and retail aggregator, is gaining traction as demand for QIS and active management increases.
Ballybunion Insignia: ready for UK push
Europe | Products
23 Mar 2021 by Marc Wolterink
On the eve of its first anniversary, Peter Murphy (pictured), managing director at Insignia Financial, the company behind Ballybunion Insignia Defined Returns Fund, spoke to SRP about the challenges he faced and why he is pushing for the UK market.
Strukturinvest, Barclays offer strategy on mutual fund
Europe | Products
18 Feb 2021 by Marc Wolterink
The Swedish structured products provider sees an increasing demand for strategies on managed funds.
