HSBC's global report indicates that correlation in the global equities market has been steadily rising since 2001.
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Correlation articles
High yield spreads are more highly correlated to the VIX index than to default rates.
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
An underrating of the chances of tail-risk events occurring by standard risk models means hedging against extreme events in the equity market is underpriced, according to Danish pension fund ATP's chief...
Have traditional energy market correlations changed permanently as a result of the credit bubble bursting and how will this impact trends in price forecasting and modelling? Pauline McCallion reports
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.