Volatility has fallen dramatically from its peak last year, according to Deutsche Bank’s 2012 global equity volatilities outlook.
“Volatility has started to rise slightly, suggesting it has reached something of a floor,” says Simon Carter, lead strategist at Deutsche Bank in London. “We appear to have moved rapidly from a high-volatility bear market to a low-volatility bull market. Investors should use lower volatility levels to buy protection on selected sectors.”
According to the report, three
The week on Risk.net, July 7-13, 2018Receive this by email