PelatihA flight to quality is a shift of investors out of risky assets into those perceived as safest, typically raising the prices of government bonds while other assets fall. A correlation breakdown is a sudden change in the correlations between assets in a stress, usually towards one as forced selling moves them together, which invalidates hedges and risk estimates calibrated in calm.
Quantitative Finance · Glosarium
Apa itu Flight to quality, correlation breakdown?
Dikenal juga sebagai: flight to quality · correlation breakdown