To optimise the trade-off between risk and return investors need to understand the art of correlation between different assets. We have been surprised in recent times (2008, 2020) when most assets have fallen in value at the same time. How can we truly understand the correlation of different assets in different market environments and what are the genuinely diversifying asset classes in the current environment? This session will explore diversifying, uncorrelated assets like bank risk sharing and insurance linked securities and consider the correlation between all asset classes historically and today.
