SSgA looks to credit volatility


Boston-based State Street Global Advisors (SSgA) has around $30 billion invested in US Treasuries. And now it wants to be the first major asset manager to put in place a Garch trading model to take bets on US Treasury market volatility – a change in its quantitative modelling that the firm wants to make next year.

“I’m not aware of any other fund manager using a model like ours,” says Mark Hooker, principal at SSgA and head of its advanced research centre in London, a stand-alone unit dedicated

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here