BAML index aims to offer more complete view of market risk
Bank of America Merrill Lynch has launched a new index which measures risks not normally visible in public markets by incorporating assets trading in the over-the-counter market.
The GFSI index, a cross-market global financial measure of risk, hedging demand and investment flows has been launched by Bank of America Merrill Lynch.
Aimed at traders, investors and asset-allocators, the index illustrates differences in market, solvency, liquidity, and tail risk that are priced daily in financial markets, helping investors to uncover relative value opportunities across assets and their derivatives.
“Risk appears to have become as important as returns,” says Benjamin Bowler
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