Report
The current lack of a link between the reality of risks and risk measurements
Many risks are now very high: Geopolitical risk; Economic risk (of recession, rising default rates ); Financial risk (due to the high variability of long-term interest rates, the high level of interest rate risk, and the lack , for the time being, of any impact of the rise in real long-term interest rates on equity markets ). Yet the various measures of risk perception (risk perception indices, implied volatility of equity options) are at all-time lows. There is a total decorrelation between available risk measurements and the reality of risk. In the past, this decorrelation led to a subsequent sharp upward correction in risk perception.
Provider
Natixis
Based across the world’s leading financial centers, Natixis CIB Research offers an integrated view of the markets. The team provides support to inform Natixis clients’ investment and hedging decisions across all asset classes.
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