Volatility remains muted in face of Japanese tsunami, says Deutsche Bank

Volatility remains muted despite unrest in Asia, says Deutsche Bank

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Equity market risk perception stays the same despite disaster in Japan

Volatility remains attractive for directional investors looking to protect long portfolios in the face of potential ongoing macro uncertainties, according to a strategist at Deutsche Bank.

“While volatility has risen modestly, implied volatility levels outside of Japan have not shown extreme panic,” says Pam Finelli, managing director, head of European equity derivatives strategy at Deutsche in London.

“Despite the turmoil in the Middle East and the tragedy in Japan, we really didn’t see a major

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