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Assessing the risks of inflation against a backdrop of economic recovery and fiscal and monetary stimulus.
A counterpoint to the bear argument that credit is set to face a solvency crisis by explaining that liquidity is solvency.
A discussion of conditions in the global high-yield market, including the default outlook and the importance of monetary and fiscal stimulus.
Central bank policy is likely to continue to have the biggest influence over fixed income markets, regardless of who wins the U.S. election.
Seth Meyer, Corporate Credit Portfolio Manager, and Esther Watt, Client Portfolio Manager, explore the default outlook for high yield bonds and the risks and opportunities this presents.
Jenna Barnard, Co-Head of Strategic Fixed Income, discusses how the suppression of volatility in interest rates by major central banks has spread the Japanification phenomenon to the US.
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.
