Pascal will share his insights into how to manage tail risk with carry strategies, particularly for short volatility, which is often considered as one of the largest sources of tail risk. In addition, he will discuss the advantages of carry strategies over traditional beta exposures such as equities, bonds and credit in terms of size, diversification and attractiveness.

At the Barclays Global QIS Conference, portfolio managers and CIOs will come together to explore key macroeconomic trends, geopolitical events and their impact on asset prices.