Correlation Spike Queries Hedge Structures
Correlation across asset classes has rocketed as disparate markets react to sovereign debt problems. The move has some arguing derivative book hedges are going to need to be radically re-hedged somehow. But there is also a camp that sees the spike as short-term background noise that can be ignored.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts