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Webinar

Webinar: Measuring Fixed Income Volatility

Date:
Wednesday, September 11, 2019
Time:
11:00am to 12:00pm EDT
Location:
Live, Online

The equity market has long had the VIX Index as a measure of its volatility and a benchmark for tracking future uncertainty in U.S. equity returns. Until recently, however, the fixed income market did not have suitable volatility measures that could address the market's term and credit structure.

Join this upcoming webinar in which we will introduce four measures of fixed income volatility covering North American investment grade credit, North American high yield credit, 10-year U.S. Treasury, and interest rate swap markets. Our panel of experts will discuss market dynamics, features of each index, and their applications to portfolio management.

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S&P Global Contributor
Michael Mollet is a Senior Director of Product Development at Cboe Global Markets and Managing Director of the Cboe Futures Exchange. Full Bio
S&P Global Contributor
Brian Luke is Global Head of Fixed Income Indices at S&P Dow Jones Indices (S&P DJI). With over 15 years of fixed income experience, Full Bio
S&P Global Contributor
Lynn Bachstetter is a Senior Director on the U.S. Insurance Product Management team at S&P Global Market Intelligence. Full Bio
S&P Global Contributor
Yoshiki is a managing director at Applied Academics where he is responsible for the firm’s research activities. Full Bio

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