This website uses third party cookies to improve your experience. If you continue browsing or close this notice, you will accept their use.

Algebris Investments - The Silver Bullet: The Low Volatility Trap

image-05/23/2017 - 12:43"Is volatility dead? – this has been a constant question for investors in the post-crisis era of expansionary monetary policy.

With global central banks taking turns to inflate their balance sheets, implied volatility and volatility have fallen to record lows. Yet investors who have been trying to buy volatility have lost, so far, as realised volatility has stayed low too. What are the causes of this persistent low-volatility environment? Where are the risks and when will these re-emerge?"

Click HERE to read the full report