Derivs trading reinvented as investors look to trump event risk

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Derivs trading reinvented as investors look to trump event risk

The upending of global financial markets in the second half of 2016, driven by shocks from the UK’s Brexit vote and US presidential election, has caused a breakdown in previously dominant cross-asset correlations and a sharp resizing of event risk in 2017. Dan Alderson reports on a wave of structured product innovation aimed at navigating this new and more volatile universe.

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