The correlation breakdown is secure
You may have heard option traders talk about the ‘volatility smile’. Recent events might add a new term to the traders’ lexicon: the ‘risk-free yield curve smile’.
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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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