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Date: 27 November 2008
Author: Christophe Duval-Kieffer
Region: Global Overview
...The rise of a new asset class: with the re-birth of volatility, investors should be considering adding to their portfolio some long volatility exposure...
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Date: 23 February 2010
Author: Edward Lee Wee Kok, Tai Hui
Region: China, South East Asia, North East Asia
Categories: Economics
...We examine inflation volatility across Asia • Lower-income economies with higher spending on food and energy...
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Date: 26 October 2009
Author: Brandon Loe
Region: China, North East Asia
Categories: Fixed Income
...of 3Mx2Y to 3Mx10Y swaption currently lowest across various option expiries • Bearish volatility outlook on KRW swaption markets
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Date: 27 February 2009
Author: Alvin Liew, Callum Henderson, David Mann, Manik Narain
Region: Global Overview
Categories: Foreign Exchange
Policymakers are aiming at calming FX volatility through verbal intervention Unemployment increases as Japan’s industrial production fall a...
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Date: 27 February 2009
Author: David Mann, Manik Narain, Mike Moran, Priyanka Chakravarty
Region: Global Overview
Policymakers are aiming at calming FX volatility through verbal intervention US President Obama’s fiscal deficit plans are 12...
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Date: 2 February 2009
Author: Manik Narain
Region: Europe
Categories: Foreign Exchange
...elections in March We have made modest revision in TRY forecasts, reflecting volatility We retain Neutral S/term and Overweight M/term ratings on TRY...
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Date: 3 February 2010
Author: Manik Narain, Mary Nicola
Region: Global Overview
...Recent risk aversion and uptick in EM FX volatilities provide attractive opportunities • FX correlations with the S&P 500 are now...
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Date: 18 June 2010
Author: Alvin Liew, Brandon Loe, Callum Henderson, David Semmens
Region: Global Overview
Categories: Fixed Income
Market volatility has eased as the World Cup begins in South Africa • US data...
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Date: 20 October 2009
Author: Manik Narain, Robert Minikin
Region: Europe, Americas
Categories: Foreign Exchange
...break-out either side in next six months • Investors should consider selling volatility through 6M straddles or butterflies
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Date: 15 June 2010
Author: Sandeep Tharian, Simrin Sandhu, Victor Lohle
Region: Middle East & North Africa
Categories: Fixed Income
...We analyse risk-adjusted returns for GCC credits over recent periods of volatility • While sovereigns and banks have outperformed, quasi-sovereigns have lagged • We identify...