Tag: Bond Market Volatility
-

Japan Bond Turmoil: Risk Parity Funds May Sell Up to $130 Billion, Citi Warns
Overview: A Market Turmoil Unfolds Around Japanese Government Bonds Japan’s government bond market is facing heightened volatility as a wave of investor risk reassessment prompts potential large-scale selling. Citi estimates that the strain could force risk parity funds—those that balance exposure across asset classes to maintain equal volatility—to unwind as much as one third of…
