Talking Heads 2022: Rates market ruckus

In August, when Speaking to Michael Lublinsky – global head of macroeconomics business at Barclays – he said the un-turbulent markets this year had forced the bank to focus on how to deal with severe and specific bouts of stress. Like a 100 basis point move in prices, for example.

“It becomes even more important to do a very rigorous scenario-based analysis of your portfolio,” he said. “For example, it is not enough just to measure delta or vega, you have to understand what that would be

Only users who have a paid subscription or who are part of a corporate subscription can print or copy the content.

Read:Royal Mail staff call off planned strikes

To access these options, along with all other subscription benefits, please contact [email protected] Or view subscription options here:

You are currently unable to copy this content. Please contact [email protected] to know more.

Read:FTX collapse puts its auditors in the spotlight

Previous post
Google Fiber wants to offer 100 Gig internet, multi-gigabit tiers first
Next post
‘Inspirational’ Seth Thind from Havant took his own life in ‘catastrophic’ incident on A3(M) after ‘haphazard’ mental health support, inquest hears