BIS paper blames yield-enhancing structured products, but market participants are unconvinced
A fierce debate is flaring over whether popular retail investment products are artificially suppressing the Cboe Volatility Index, known as the Vix, which measures the implied 30-day volatility of the S&P 500.
A paper published by the Bank for International Settlements on March 4 blames yield-enhancing structured products that sell options against long stock positions for depressing the Vix
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
Most read articles loading…
Back to Top
