Barclays taking a $0.5B charge on messing upsizing the Risk in Bonds?

I.e. since bonds have not experienced such volatility – they have not budgeted for such moves…Why did that happen? Because risk managers follow tightly parametrized playbooks based on the recent past. However, surprisingly, the future is ALWAYS different from the past (amazing, right?!)What is the solution? Adding a predictive component to Risk Management that would alert to unexpected developments?

Barclays taking a $0.5B charge on messing upsizing the Risk in Bonds?

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