jeremy-thomas-99326-with-words.jpg

CMRA Commentary

CMRA Articles and Commentary

Posts tagged Leslie Rahl
Take a Close Look at Your Stress Test Assumptions: Implied Volatility is Up in Most Asset Classes (VIX, MOVE, FX)

With supply chain pressures, inflation, a possible recession, and a war, it is not surprising that options prices and implied volatility are up. It's like déjà vu all over again. As senior practitioners at Capital Market Risk Advisors (CMRA) with more than 30 years’ experience each, we’ve seen this movie before. Those who don’t learn from history are forced to repeat it.

Read More
Top