Volatility Smiles and the Fundamental Review of the Trading Book

Free GARP FRM Part II lesson in Market Risk Measurement and Management. 22 min read, ~3,338 words.

Volatility smile: implied vol varies by strike and maturity, contradicting Black-Scholes' constant- assumption. Equities show a downward skew (puts above calls), FX shows a symmetric smile. Implied distribution: the smile reveals the underlying is not lognormal. Equity skew implies a fatter left tail (crash risk, leverage), FX's symmetric smile implies...

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