are more risk averse than originally in 20212 with emerging markets set to receive the worst shown purchasing managers' index readings in contractionary.

17 Sep 2012 The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market sovereign  25 Aug 2017 The 20-day moving average of the bank's Global Risk Aversion Macro Index crossed above its 100-day moving average, generating a negative-  index, used for market surveillance (IMF 2003), to indexes the Arrow-Pratt coefficient of risk aversion in and equities in developed and emerging markets. are more risk averse than originally in 20212 with emerging markets set to receive the worst shown purchasing managers' index readings in contractionary. Citi Risk Aversion Indicator Index Methodology 11 Calculation of the Index Level The Index Sponsor is Citigroup Global Markets Limited. As at the date of this Index Methodology, Citigroup Global Markets Limited also acts as Index Calculation Agent, calculating and publishing the Index in accordance with the Index Conditions.

8 Sep 2009 Note: The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market 

The 20-day moving average of the bank’s Global Risk Aversion Macro Index crossed above its 100-day moving average, generating a negative-risk signal, strategists including Jeremy Hale wrote in a note to clients. The index, a combination of risk measures across asset classes, Citi Inflation Surprise Indices measure realized inflation compared to market expectations in major economies and emerging markets. Citi Macro Risk Indices measure risk aversion based on prices of financial assets that are typically sensitive to risk. The long-term MRI measures the level of risk aversion while the short-term index measures changes. Within equities, Citi analysts prefer Emerging Markets (EM), particularly Asia, in the long term. Gold is negatively correlated with equities and as a portfolio risk hedge, its safe haven properties provides a cushion against market uncertainties. Slower Money Vs Cheaper Money Index Guide - January 2017 07 Global Indices Introduction to Citi Fixed Income Indices Guide Bond indices serve as benchmarks for fixed income markets, providing investors a point of reference for the evaluation of their portfolio’s The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market sovereign spreads, US credit spreads, US swap spreads and implied FX, equity and swap rate volatility. The index is expressed in a rolling historical percentile and ranges between 0 (low risk aversion) and 1 (high

index, used for market surveillance (IMF 2003), to indexes the Arrow-Pratt coefficient of risk aversion in and equities in developed and emerging markets.

8 Sep 2009 Note: The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market  17 Sep 2012 The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market sovereign  25 Aug 2017 The 20-day moving average of the bank's Global Risk Aversion Macro Index crossed above its 100-day moving average, generating a negative-  index, used for market surveillance (IMF 2003), to indexes the Arrow-Pratt coefficient of risk aversion in and equities in developed and emerging markets. are more risk averse than originally in 20212 with emerging markets set to receive the worst shown purchasing managers' index readings in contractionary. Citi Risk Aversion Indicator Index Methodology 11 Calculation of the Index Level The Index Sponsor is Citigroup Global Markets Limited. As at the date of this Index Methodology, Citigroup Global Markets Limited also acts as Index Calculation Agent, calculating and publishing the Index in accordance with the Index Conditions.

Within equities, Citi analysts prefer Emerging Markets (EM), particularly Asia, in the long term. Gold is negatively correlated with equities and as a portfolio risk hedge, its safe haven properties provides a cushion against market uncertainties. Slower Money Vs Cheaper Money

The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market sovereign spreads, US credit spreads, US swap spreads and implied FX, equity and swap rate volatility. The index is expressed in a rolling historical percentile and ranges between 0 (low risk aversion) and 1 (high risk aversion). The Citi RAI Index is a proprietary index of the Index Sponsor which tracks the performance of specified indicators to serve as a proxy for estimating the level of general market risk aversion. Such indicators include emerging market sovereign spreads, US credit spreads, the cost of credit protection against High yield bonds are subject to additional risks such as increased risk of default and greater volatility because of the lower credit quality of the issues. Finally, bonds can be subject to prepayment risk. When interest rates fall, an issuer may choose to borrow money at a lower interest rate, The 20-day moving average of the bank’s Global Risk Aversion Macro Index crossed above its 100-day moving average, generating a negative-risk signal, strategists including Jeremy Hale wrote in a note to clients. The index, a combination of risk measures across asset classes, Citi Inflation Surprise Indices measure realized inflation compared to market expectations in major economies and emerging markets. Citi Macro Risk Indices measure risk aversion based on prices of financial assets that are typically sensitive to risk. The long-term MRI measures the level of risk aversion while the short-term index measures changes. Within equities, Citi analysts prefer Emerging Markets (EM), particularly Asia, in the long term. Gold is negatively correlated with equities and as a portfolio risk hedge, its safe haven properties provides a cushion against market uncertainties. Slower Money Vs Cheaper Money

Within equities, Citi analysts prefer Emerging Markets (EM), particularly Asia, in the long term. Gold is negatively correlated with equities and as a portfolio risk hedge, its safe haven properties provides a cushion against market uncertainties. Slower Money Vs Cheaper Money

The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market sovereign spreads, US credit spreads, US swap spreads and implied FX, equity and swap rate volatility. The index is expressed in a rolling historical percentile and ranges between 0 (low risk aversion) and 1 (high Citigroup Inc cautioned that investment flows into emerging-market assets will subside, while Morgan Stanley lowered its recommendation toward the asset class, citing the risk of a stronger US But to investors seeking a hedge against emerging markets’ volatility and some shelter from a strong dollar, Citi shares (ticker: C) look like a risk-averse way to tap into emerging markets In Citi's latest report on global strategy, Citi's chief political analyst Tina Fordham focuse s on the prospects for emerging markets. "Emerging markets did well in 2017 and the backdrop

8 May 2017 Citi notes that comparable low levels of risk aversion have For those unfamiliar, Citi's Macro Risk Index measures risk aversion in global markets, based equities both in the US and emerging markets (sample: 154 partially  choose to define their linear Global Risk Aversion Index as the negative of the cross- securities (ABS), and non-investment grade emerging market bonds of Risk Index (Bloomberg Ticker: MRI CITI Index), the risk aversion indicator implied  8 Sep 2009 Note: The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market  17 Sep 2012 The Citi Macro Risk Index measures risk aversion in global financial markets. It is an equally weighted index of emerging market sovereign  25 Aug 2017 The 20-day moving average of the bank's Global Risk Aversion Macro Index crossed above its 100-day moving average, generating a negative-  index, used for market surveillance (IMF 2003), to indexes the Arrow-Pratt coefficient of risk aversion in and equities in developed and emerging markets. are more risk averse than originally in 20212 with emerging markets set to receive the worst shown purchasing managers' index readings in contractionary.