Interest rate volatility remains a defining feature of global markets, even as central banks slow or pause their tightening cycles. In the US, markets are pricing in potential rate cuts, but resilient inflation and strong labour data continue to muddy the Fed’s messaging. Across Europe, diverging growth signals and fiscal risks are adding complexity to ECB and BoE decisions, while in APAC, countries like Japan and Australia are managing policy normalisation at vastly different speeds. These shifting expectations are fuelling volatility across the yield curve, inflation-linked products, and swaps markets, keeping rate risk firmly on the radar for global investors.
This Financial Times webinar, part of an ongoing series on volatility in partnership with Parameta Solutions, explores how both buy-side and sell-side firms are adapting trading strategies to capture opportunity and manage risk in this environment. With a focus on the practical tools, data products, and structured solutions used to navigate volatility, our speakers offered insights into real-time positioning across asset classes. Whether you’re on the trading desk or supporting post-trade, data, or risk operations, this session offers actionable insights into how interest rate volatility is being traded, measured, and managed across today’s fragmented global landscape.
Speakers
