Our bond or fixed income focused publication aims to provide readers with a dedicated view on the impact of economic trends on these markets. Very often, swap rates, bond yields and credit markets can react to economic events in perverse ways. We aim to demystify these reactions as they have rational underpinnings.
18 September 2008: Sterling swap rates to rise and the swaps curve to steepen
4 September 2008: Credit crunch? In the short term inflation may matter more
21 August 2008: Credit conditions to remain tight, but gradually less so
20 May 2008: Is the credit crisis over? Falling liquidity risk versus rising default rates
14 April 2008: What do macroeconomic prospects say about the UK corporate default rate?
22 February 2008: How much will tighter bank lending standards affect growth?
11 January 2008 : Themes for 2008
17 December 2007: A look back at a momentous year
31 October 2007: UK corporate outlook: only limited impact from the credit crisis
3 October 2007: UK corporate credit conditions (I) – parallels with 1998 LTCM crisis
30 August 2007: The credit cycle turns (III): the outlook for credit spreads
15 August 2007: The credit cycle turns (II): UK corporate insolvency risks skewed to the upside
8 August 2007: The credit cycle turns (I): corporate default rates set to rise
11 July 2007: Putting recent credit events in context
19 June 2007: Credit boom: the beginning of the end?
25 May 2007: Why global M&A will remain strong this year
18 April 2007: Investor risk appetite and carry trade return
16 March 2007: Why the negative impact of the US subprime mortgage market may be exaggerated
13 March 2007: Some financial market stability returns; US subprime delinquencies up