MARKET VIEWS

Hedging The Risk of A Potential Emerging Markets Crisis

By Alessandro Magnoli Bocchi, Pablo Gallego Cuervo, Francisco Quintana

2 November 2018

In this paper we discuss:

  1. whether a crisis in EMs is likely or not in the short run;
  2. what could be the triggers of a potential EM crisis;
  3. how such a crisis could unfold, and how it would impact the economy (in DMs and EMs) and financial markets; and
  4. what strategies could be adopted to hedge against the risk of a potential EM crisis, using derivatives.

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