How Citi is handling topsy-turvy rates markets

Talking Heads 2022: Rate hikes and inflation have forced a rethink of the US bank’s hedging strategies

Citi volatility
Håkan Dahlström/Flickr/Risk.net montage

This article is the first in a five-part series of interviews with senior rates executives at investment banks.

For rookie rates traders, a period of rising interest rates is a mysterious and alien experience.

And that’s no bad thing, says Deirdre Dunn, co-head of global rates at Citi. New blood can bring fresh ideas – something that is needed when markets enter uncharted territory and historical correlations break down.

This is a lesson Dunn learned when she was a junior trader on Lehman

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