Frexit – a Brexit with More Bite
Risk managers are once again being asked to come up with a stress scenario for the aptly named ‘Frexit’.
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Right-tail risk swings to the left
For months, we have been writing about the unusual and unexpected low level of market risk.
Tight credit spreads: should you be worried?
Recent surveys by CFA UK and Bank of America Merrill Lynch (BAML) highlight a growing nervousness among investors about the impact of further Fed rate hikes on fixed income assets.