Tag: VaR

VaR

VaR Shock Has Led to “Clean” EM Positions: Morgan Stanley

New research from Morgan Stanley has concluded that emerging markets investors faced a “VaR shock” in the first two weeks of March which led to the “unprecedented” weakness in EMFX markets as they cut overweight positions., but that shock has passed. The research, by Min Dai, head of Asia Rates and FX strategy at Morgan […]

And Finally…

Do risk managers need to fundamentally re-think their approach to markets? Specifically, are they paying enough attention to liquidity risk, assuming, of course, that there is even a way to accurately and dynamically determine this risk in markets? I ask the question because the past year or two has seen the FX market experience plenty […]