Risk and Liquidity
James expresses concerns about non-bank financial institutions lacking liquidity buffers amidst rising risks. He highlights the widening of credit default swaps for major asset managers as a signal of increasing counterparty risk. The absurdity of allocators shorting stocks to hedge their positions underscores the precariousness of the current financial landscape.In this clip
From this podcast
Capital Allocators – Inside the Institutional Investment Industry
[REPLAY] James Aitken – Systemic Risk in a Crisis (Capital Allocators, EP.126)
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