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Quantifying Structural Risk in 'Zombified' Markets | Hari Krishnan & Ash Bennington
Hidden Forces
How Do Safe Haven Assets in a Financial Crisis Behave?
We have a little bit of experience with this with the two thousand seven, two thousand eight financial crisis. I'm curious about how you think about that in terms of treasury and do behavior when you have these interbank lending market breakdowns. And i just want to also emphasize something that you're obviously aware of, but maybe listeners aren't. When you say sized positions inversely to risk, what you really mean to say as sized positions inversly volatil or to metrics of risk. Not necessarily risk, because risk could be going up, but your models don't tell you that.
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