Talking Heads 2022: Rates market ruckus

Inaugural interview series looks at how sell-side traders are adapting to a world of surging inflation and rates

In August, when spoke to Michael Lublinsky – global head of the macro business at Barclays – he said this year’s unhinged markets had forced the bank to focus on how it would cope with episodes of severe, specific stress. Like a 100 basis point move in rates, for instance.

“It becomes even more crucial to run a very rigorous scenario-based analysis of your portfolio,” he said. “For example, it’s not enough to just measure my delta or my vega, you have to understand what that would be

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