Senior quant discusses the high levels of cross-asset correlation across today's markets
More Correlation articles
HSBC's global report indicates that correlation in the global equities market has been steadily rising since 2001.
Skew skyrocketed while volatility and correlation spiked in May, reviving memories of the carnage inflicted in the months that followed the bankruptcy of Lehman Brothers in 2008. The dislocations are rumoured to have caused losses for some exotic equity...
The financial crisis encouraged investors to ditch complex payouts in favour of simplicity. For many retail and some institutional investors, exchange-traded funds (ETFs) presented a cost-effective, simple alternative. However, some participants believe...
Markets have become less volatile recently, but correlation remains persistently high. Some analysts point the finger at index investing – but that theory has plenty of critics. Whatever the explanation, investors will be hoping it doesn’t take a...
Japan’s regulator points to Mizuho Financial Group’s operational risk management model as an example for banks in the country to follow. Shigehiko Mori, the group’s head of operational risk, talks about how the model works and his plans for continued...
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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