Measuring and Managing Event Risk

Using options volume, intra-day price activity and historical vs implied volatility data to measure and manage event risk with binary outcomes.

About the Presenter

Bluford “Blu” Putnam has served as Managing Director and Chief Economist of CME Group since May 2011. With more than 35 years of experience in the financial services industry and concentrations in central banking, investment research, and portfolio management, Blu serves as CME Group’s spokesperson on global economic conditions.

View more reports from Blu Putnam, Managing Director and Chief Economist of CME Group.

The pound and Brexit

The British pound could see sharp movements up or down depending on whether the UK exits the European Union with or without a Brexit deal. With the October 31 deadline fast approaching and the political situation in Britain getting more complicated, volatility in the currency could heighten.

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