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Risk aversion

31 December 2015

Market Tension Indicator : US

Category : Risk aversion

The Market Tension Indicator (MTI) is a bounded metric which evaluates the degree of uncertainty and market risk. The MTI combines 4 risk factors, namely implied volatility, liquidity premium, bond convexity and credit spreads.

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31 December 2015

Market Tension Indicator : Global

Category : Risk aversion

The Market Tension Indicator (MTI) is a bounded metric which evaluates the degree of uncertainty and market risk. The MTI combines 4 risk factors, namely implied volatility, liquidity premium, bond convexity and credit spreads.

More
31 December 2015

Market Tension Indicator : Europe

Category : Risk aversion

The Market Tension Indicator (MTI) is a bounded metric which evaluates the degree of uncertainty and market risk. The MTI combines 4 risk factors, namely implied volatility, liquidity premium, bond convexity and credit spreads.

More
Graph MTI EM
31 December 2015

Market Tension Indicator : Emerging Markets

Category : Risk aversion

The Market Tension Indicator (MTI) is a bounded metric which evaluates the degree of uncertainty and market risk. The MTI combines 4 risk factors, namely implied volatility, liquidity premium, bond convexity and credit spreads.

More