Risk Management Briefs

CIBC World Markets, the investment and merchant banking operation of CIBC, has licensed EGAR Technologies' EGAR Dispersion tool.

The volatility dispersion strategy analyzer highlights investment opportunities when changes occur in the relationship between options on an equity index and options on the constituent index. The full version of EGAR Dispersion also includes risk analysis and position monitoring in addition to a custom built stochastic implied volatility analysis system built for CIBC. EGAR also partnered with Ivolatility.com to build a historical database and provide daily updates for CIBC data.

by Wall Street and Technology Online