Mid cap alla ribalta
Si ridesta dal sonno il mercato europeo dei derivati su azioni a media capitalizzazione (mid cap) sostenuto dagli investitori alla ricerca di copertura delle loro posizioni cash. Numerose banche accolgono con entusiasmo la possibilità di operare come market maker sul mercato delle mid cap, anche se ciò le pone di fronte a sfide ardue nella gestione del rischio
Rachel Wolcott
Tradizionalmente, il mercato europeo dei derivati su mid cap non è particolarmente allettante agli occhi degli investitori. Nel corso dello scorso anno, al contrario, questi strumenti sono saliti alla ribalta. L'elemento scatenante è stato il picco della volatilità azionaria registrato a maggio e giugno dello scorso anno, che ha evidenziato il rischio base potenzialmente pericoloso di coprire ampie posizioni cash in azioni europee small e mid cap con opzioni su titoli a grande
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