While correlations between most asset classes are back to normal, the dislocation in the correlation between credit default swap spreads and foreign exchange rates remains high. Crédit Agricole’s Rahul Mathur explains how investors can take advantage of this decoupling.
The financial crisis caused severe dislocations across the interest rate, foreign exchange and credit markets, which presented trading opportunities for both the buy-side and sell-side.
A number of emerging market investors, for
The week on Risk.net, July 7-13, 2018Receive this by email