Risk indicators spike during a dramatic week
Uncertainty over the future of the euro, heavy selling of equities, and pessimism about European economies combined this week to drive market volatility to heights not seen for more than a year.
The Vix equity volatility index, derived by Chicago Board Option Exchange from implied volatility in S&P 500 options, stood at 45.79 today, higher than it has been since March 2009 – or at any time before the collapse of Lehman Brothers sent it to 80.86 in November 2008.
The Deutsche Bank CVix index of f
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The week on Risk.net, October 6-12, 2017
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