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Discussion on Bond, FX Volatility: All Options Considered

An episode of the FICC Focus podcast, hosted by Bloomberg Intelligence, titled "Discussion on Bond, FX Volatility: All Options Considered" was published on March 30, 2023 and runs 14 minutes.

March 30, 2023 ·14m · FICC Focus

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As the error bands around the outlook widen and cycle turns bring lots of noise, directional views have become much more challenging. In this edition of the All Options Considered podcast on volatility, BI's Chief Global Derivatives Strategist Tanvir Sandhu is joined by Anna Raytcheva, CIO and Founder of Sonya Capital Management. Points covered include key themes from the volatility markets year-to-date, liquidity issues and FX volatility lagging the moves in the bond market.

As the error bands around the outlook widen and cycle turns bring lots of noise, directional views have become much more challenging. In this edition of the All Options Considered podcast on volatility, BI's Chief Global Derivatives Strategist Tanvir Sandhu is joined by Anna Raytcheva, CIO and Founder of Sonya Capital Management. Points covered include key themes from the volatility markets year-to-date, liquidity issues and FX volatility lagging the moves in the bond market.

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