Credit volatility stabilises, but for how long?
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Derivatives

Credit volatility stabilises, but for how long?

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Volatility was the name of the game earlier in the first quarter as credit was swept up in the maelstrom affecting other asset classes, particularly US Treasuries and equities. The main credit indices spiked upwards and the Markit VolX Europe, which tracks realised volatility in European investment grade CDS, spiked upwards to 75%, its highest level since the taper tantrum of 2013.

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