Helen Bartholomew
Editor at Large at Risk.net
Editor at Large https://t.co/Ndm3mrLUdk Views expressed are my own.
Articles
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3 days ago |
risk.net | Helen Bartholomew
Three investment firms have triggered a race to repackage popular US yield-enhancement products into exchange-traded funds. First Trust, Calamos Investments and Innovator ETFs registered autocall-based ETFs for approval with the Securities and Exchange Commission in recent weeks. First Trust filed its FT Vest laddered autocallable barrier and income ETF on April 7.
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1 week ago |
risk.net | Helen Bartholomew
The first mid-year recalibration of the standard initial margin model under a new semi-annual regime will trigger a requirement for European firms to submit model validation applications to their regulators - but the rules governing the validation process itself have yet to be written.
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2 weeks ago |
risk.net | Helen Bartholomew
A dislocation in S&P 500 dividend futures during April's tariff turbulence has raised questions about whether dealer hedging of structured products is weighing on US equity markets, mirroring a common trend in Europe and Asia. CME-listed futures tracking S&P 500 dividends typically trade with an upward-sloping term structure - so-called contango - meaning longer-dated contracts are more expensive than shorter maturities and indicating expected growth in corporate payouts.
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2 weeks ago |
risk.net | Helen Bartholomew
Structured products issuers typically hedge the exotic risks of autocallable notes by slicing and dicing these exposures into bite-sized derivatives trades, such as dispersion and corridor variance swaps, that can be sold to sophisticated investors. Now, they're serving up the whole enchilada - offloading the full spectrum of exotic parameters associated with autocall exposure to buy-side clients via so-called back-to-back hedges.
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1 month ago |
risk.net | Helen Bartholomew
Commodity trading advisers have long been viewed as a defensive investment - trading into long-term trends across assets to deliver positive returns in both bull and bear markets. Achieving consistent performance in the sharpest of downturns, though, has remained elusive for CTA managers. Trend-following strategies rely on backward-looking signals and have often suffered losses in market reversals. One firm, Ai for Alpha, believes its novel "risk-off" approach could hold the answer.
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RT @Duncan_Wood: This week’s BoE intervention in the gilts market was not a shock. It was exactly what pension funds had warned would happe…
If you haven't read this from @TunsteadRebekah and @LukasBeckerRisk (published the day before BoE announcement), it's still free to view. As are all @RiskDotNet articles for our Open Day today. https://t.co/yJAX1VVmWZ
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