这家华尔街投行警告:日元套利交易是“定时炸弹”

华尔街见闻
Feb 11

BCA Research警告称,日元套利交易已成为一颗"定时炸弹",这一广受对冲基金青睐的策略面临大规模平仓风险。 2月11日,据彭博报道,BCA Research分析师团队认为,日元套利交易可能重演2008年、2015年和2020年的崩盘场景。当时全球风险情绪恶化引发突然去杠杆化,投资者争相买入日元避险。 该投行分析师Arthur Budaghyan等最新的报告中指出,下一次平仓将由"套利资产"...

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