Global Risk Appetite Remains On Course For PanicRupert Hargreaves
According to Credit Suisse, global risk appetite is on course for "panic". This observation is based on CS's proprietary Global Risk Appetite Index (GRAI), which has been constructed using data going back to the early 80s.
The bank doesn't reveal how it calculates the GRAI exactly, but it explains that the:
...GRAI is the slope of a cross-sectional, weighted, linear regression of a 6-month excess return measure (y-axis) on 12-month price variability (x-axis). This . . .
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