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Document Information
Type:
Financial research report / congressional oversight production
File Size:
613 KB
Summary
This document is page 6 of a Bank of America Merrill Lynch financial report titled 'Global Equity Volatility Insights,' dated August 9, 2016. The text analyzes market mechanics, specifically the relationship between equity and bond volatility, correlation trends in different market quadrants, and risks associated with model-driven deleveraging in risk parity funds. The page bears the Bates number HOUSE_OVERSIGHT_025983, indicating it was produced as part of a US House Oversight Committee investigation.
Organizations (2)
| Name | Type | Context |
|---|---|---|
| Bank of America Merrill Lynch |
Logo appears in footer; publisher of the 'Global Equity Volatility Insights' report.
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| House Oversight Committee |
Implied by the Bates stamp 'HOUSE_OVERSIGHT_025983'.
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Key Quotes (1)
"The main takeaway here is the most risk of model driven deleveraging from vol controlled risk parity funds comes when both volatility and correlation of the underlying components rise together."Source
HOUSE_OVERSIGHT_025983.jpg
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