Banking Crises and Black Swans Are Birds of the Same Feather
On Jan. 31, New York Community Bancorp reported worse than expected Q4 earnings, triggering a selloff in the company’s shares and reigniting concerns over a broader regional banking crisis
Banking Crises and Black Swans Are Birds of the Same Feather
Measuring Tail Risk Using the CBOE Skew Index
In the wake of the recent bank failures, tail risk in the U.S. financial markets remains elevated, as measured by the CBOE Skew Index
Does “Tail Risk Protection” Pay?
Investors and traders that owned tail risk protection in spring of 2020 likely benefited from that foresight, but the long-term maintenance costs of such protection is significant.
Trading the Next Black Swan, War in Eastern Europe
Concerns are growing that the ongoing Russo-Ukrainian War could escalate in the near future, a development that could affect the current risk paradigm in the global financial markets.
Next Black Swan Could Be China’s Debt
Ballooning corporate debt in China has pushed the country’s debt-to-GDP ratio above 300%, raising anxieties over potential risks to the system. Back in February, Luckbox suggested that early reports of a super-contagious new strain of the coronavirus spreading in mainland China could represent the next black swan event for the global financial markets. Virtually all … Continued
Trading China’s Coronavirus (Part 9)
Is the Coronavirus the Next Black Swan? Coronavirus Updates: The estimated number of global coronavirus infections has risen to more than 75,685 with at least 2,236 associated fatalities At least ten deaths linked to the new coronavirus have now occurred outside of mainland China (France 1, Hong Kong 2, Iran 2, Japan 3, the Philippines … Continued