Subscribe for relevant insights delivered straight to your inbox
Why we believe corporate default rates may end up being relatively low despite the pandemic-induced economic shock.
A look at factors shaping credit markets, from central bank support to potential resilience from financials.
Little more than two months after global markets dramatically sold off on worries over COVID-19, have fixed income markets returned to “normal”?
Credit portfolio managers John Lloyd and Tim Winstone argue that markets are fixated with the near-term expansion in debt levels when a deeper look at credit fundamentals shows a more nuanced picture.
Greg Wilensky, Head of U.S. Fixed Income, discusses the importance of identifying and diversifying risk factors in bond portfolios.
The Securitized Debt team discusses its positive long-term outlook for U.S. structured securities in higher-quality, seasoned and shorter-dated exposures.
Co-Head of Global Bonds Nick Maroutsos states that even without negative interest rates, bond portfolios must work harder to achieve desired results.
An update on the tsunami of new issuance in credit markets, plus our views on inflation.
Why we remain positive on the outlook for U.S. banks after looking carefully at their first quarter earnings.
An update on the shape of the recovery in corporate bond markets following the virtual “heart attack” experienced in March.
On bond liquidity and how the challenge of trading in illiquid markets has changed as the COVID-19 coronavirus spread.
Why financial markets should ultimately be focused on the outlook for households in consumption-driven economies like the U.S.
