Interbank markets stabilise despite 'unprecedented' volatility

The Chicago Board Options Exchange (CBOE) Vix volatility index, which measures the implied volatility of Standard & Poor's 500 Index options, closed at 60.9 yesterday, down from 64.7 on Monday.

"There have been few runs in history as long of such high volatility" as this year's financial crisis, according to a recent study of market volatility by Christopher Finger, Geneva-based head of risk management research at consultancy RiskMetrics.

Finger studied volatility levels in the S&P 100 Index 20 da

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