Volatility
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ICMA ERCC: 2018 Saw Noticeable Spike in Settlement Fails
By Jenna Lomax
January 16, 2019, Securities Lending Times
The end of last year saw a spike in settlement fails for securities settling on European central security depositories, according to …
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Fed’s MBS Exit Surprises Some with Muted Rates Vol
By Ben St. Clair
January 15, 2019, Risk
For years, mortgage backed securities (MBS) were the tail that wagged the U.S. rates dog. When rates moved up or down, hedging …
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Cherney: Volatility Index Didn’t Act Like It Has Historically During the Market Downturn in December
Nick Cherney of Janus Henderson discusses the recent market volatility and how it measures up against previous rapid sell-offs and rebounds.…
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Hedge Fund Leverage Risk Comes Under Scrutiny
By Chris Flood
January 13, 2019, Financial Times
Two decades after the near-collapse of Long-Term Capital Management threatened to demolish Wall Street, regulators are still struggling to understand whether hedge …
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Wall Street Struggles with the Bad Kind of Volatility
By Telis Demos and Gunjan Banerji
January 13, 2019, The Wall Street Journal
Financial markets’ wild and woolly fourth quarter likely won’t translate into strong trading results at the nation’s …
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Volatility Having Little Effect on Sec Lending Market – FIS
By Andrew Neil
January 11, 2019, Global Investor Group
U.S. stock market volatility at the tail-end of 2018 had a marginal effect on the securities lending market, according to data …
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ETF Mythbuster: Do ETFs Cause Volatility?
We will debunk the common misconception on Wall Street and give a model portfolio to tackle volatility for the new year.…
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Volatility: How ‘Algos’ Changed the Rhythm of the Market
By Robin Wigglesworth
January 9, 2019, Financial Times
Philippe Jabre was the quintessential swashbuckling trader, slicing his way through markets first at GLG Partners and then an eponymous hedge fund …
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Computer Models to Investors: Short Everything
By Stephanie Yang
January 9, 2019, The Wall Street Journal
Investors have started to shake off last year’s steep losses, helping markets regain some ground in 2019. But the robots …
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More Volatility Could Follow Year-End Repo Fireworks – JPM
By Andrew Neil
January 8, 2019, Global Investor Group
Year-end turbulence in the U.S. repo market serve as a reminder of what a lack of liquidity can do to funding …
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