The Traderszone Network

Published in TZ Latest News 9 May, 2015 by The TZ Newswire Staff

Two Years Later, The VaR Shock Is Back

In “Bursting Bund Bubble: 2 Charts And Some Lessons From History,” we recapped the sell-off in German government bonds, touching on the severity of the yield spike (with emphasis on Thursday’s intraday move above 77bps), the breakdown in the historical relationship between Bunds and Treasurys/Gilts, and parallels between the rout and the 2003 sell-off in JGBs.

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