There has been a lot of talk about sudden spike in Equity Market Volatility recently, with little mention of volatility in one of the largest asset classes globally, the Interest Rate Derivative markets. The term structure of implied volatility of swap rates has witnessed a pronounced change in its shape, with the ‘top left’ of the volatility cube witnessing spikes as captured by the Parameta Solutions Interest Rate Swap Volatility (IRSV) indices for Euro, Dollar and Sterling markets. To find out more from our team follow the link here https://lnkd.in/eNGzmM9C #ParametaSolutions #IRSV #FinancialMarkets Footnote: https://lnkd.in/ekbxME4n
-
-
-
-
-
+1