Low volatility may not last, says BIS report

Low levels of asset price volatility owe much to structural changes in the market, but a slower economy could still push volatility up again, according to a Bank for International Settlements (BIS) report published this month.

The last couple of years have seen unusually low volatility in stock prices, interest rates and corporate credit spreads, with short-term interest rates hitting 20-year lows.

According to the BIS's volatility study group, led by Bank of Italy researcher Fabio Panetta, the

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net 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 Risk.net? View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net 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