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Risk Asset Classes Heading Into Volatility Danger Zone: SocGen

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Axioma's d'Assier on Market Risk and Volatility

Investors lulled by the long downward slide in price swings across global equities and government bonds are about to get a rude awakening as both asset classes are entering “dangerous volatility regimes,” according to Societe Generale.

A study of 12-month expected global equity volatility going back to 1994, weighted for more recent results, shows current low levels occur less than 2 percent of the time, analysts led by Head of Global Asset Allocation Alain Bokobza said in a Sept. 12 report.