Volatility regimes and risk drivers
Using factor model to break down two similar-looking periods of declining implied volatility in Europe and the US, Rachael Smith uncovers surprising differences in the actual sources of risk
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IPE covers a good variety of very current and relevant topics. It is good to read the high-level, independent and objective perspectives from pension funds in other European countries; many of them are dealing with the same issues as we are, so it is interesting to learn from their experiences, especially when they are ahead of where we are on the curve.
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