Correlation in the equity markets has traditionally moved in tandem with volatility, but since June the relationship between the two has broken down. What has caused the rupture and how have investors...
More Correlation articles
Correlation in global equities has been on the rise for the past decade. The credit crisis, structural shifts in global financial flows and the rise of exchange-traded funds has meant that asset classes seem to be moving together. Rebecca Hampson reports...
There was a slight feeling of déjà vu in the equity derivatives markets in May. As the eurozone sovereign debt crisis peaked, volatility and correlation shot up to recent highs. A succession of poor bank results followed, showing sharp declines in equity...
Correlation in the equity markets has traditionally moved in tandem with volatility, but since June the relationship between the two has broken down. What has caused the rupture and how have investors been affected? Peter Madigan reports
The eurozone sovereign debt crisis caused volatility and skew to rocket earlier this year, burning dealers with short positions. Since then, traders have been reluctant to enter the fray, leaving markets in a state of dislocation. By Mark Pengelly
Correlation between asset classes has remained at high levels this year, despite a fall in volatility. This presents a potential opportunity for traders, but could also pose significant risks. By Christopher Whittall
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.
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