Beyond Two Standard Deviations

Published November 12, 2015  /  In Rates

The convergence of Central Bank action (US Fed rate shift, Swiss currency re-valuation, China, ECB QA etc.), regulatory changes to bank capital requirements and declining bond market liquidity will bring high levels of volatility to the markets.  The attached report from Bloomberg hightlights 5 structural shifts that have already impacted the Rates market and which point to heightened volatility in the next 12 months.