As global economic growth slowed in the second half of 2011 and the euro sovereign crisis escalated, base metal markets were battered by negative sentiment and endured price movements of as much as 10% in a single day. For many investors, the sharp rise in volatility and increase in correlations between different metals was a signal to either head for the exit or look for effective hedges.
“After 18 months of trending or range-bound markets, we saw levels of volatility that we had not experience
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quantile, TriOptima face off in cleared swaps compression battle
- Quants stymied by lack of alternative risk premia flows data