Information gold mine

Correlation trading


The fallout from the correlation crisis following the downgrade of Ford and General Motors in May last year has been widespread. The market dislocation made for some tough on-the-job learning for correlation traders and risk managers. Since then, correlation pricing models and risk management practices have been put under the microscope. One outcome of the May crisis observable in today's market is the budding secondary market in bespoke portfolios.

"Secondary market trading in bespokes is driven

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

If you already have an account, please sign in here.

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