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A reflection on how the lyrics of a pop hit from 20 years ago can have some interesting overlap with today’s crisis-hit economy and markets.
The Federal Reserve’s actions during the COVID-19 crisis have led to an almost idyllic environment to invest in corporate bonds.
A discussion covering the COVID-19 crisis, global credit, inflation trends, fool’s yield and false summits, among other topics.
With economic momentum and corporate bond market strength waning, we more closely examine the outlook for corporate credit.
Why the second half of 2020 could see lower net issuance in corporate bond markets following the dizzying volume of new bond issues in the first half.
The outlook for the European high-yield market and why we expect it to be relatively stable in the months ahead.
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.
