FT商學院

The volatility virus strikes again

‘Flash crash’ in gilts is latest episode of over-reliance on risk metrics begetting greater swings in price
The writer is a fund manager at M&G and author of ‘Supercharge Me: Net Zero Faster’

Whatever one’s view of the UK government’s so called “mini-Budget”, the bond market crash last week exaggerated its significance. It is true that the Bank of England may need to raise interest rates more than it would have otherwise, although even this is highly uncertain.

But what is clear is that the current government will be fortunate to survive another two years, not 30. So how can one explain market expectations for interest rates over 30 years rising from 2.5 per cent in August to in excess of 5 per cent last week?

The proximate cause of this latest panic appears to be collateral calls on UK pension funds to cover losses on hedges of their liabilities. But rapid declines in market prices, or “flash crashes”, are occurring with increasing frequency. Each post mortem reveals a different strategy, or market participant, being forced to sell. But there is a deeper cause.

您已閱讀21%(968字),剩餘79%(3711字)包含更多重要資訊,訂閱以繼續探索完整內容,並享受更多專屬服務。
版權聲明:本文版權歸FT中文網所有,未經允許任何單位或個人不得轉載,複製或以任何其他方式使用本文全部或部分,侵權必究。
設置字型大小×
最小
較小
默認
較大
最大
分享×