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As investors grapple with a new era of macroeconomic uncertainty, liquidity is king in the near term.
Following the bond market’s recent beating, term yields have already priced in aggressive Fed rate hikes, positioning core bonds to effectively diversify credit risk.
Knowing the stakes, the Fed is likely to keep surprises to a minimum.
Enjoy today’s cyclical bounce, prepare for tomorrow’s structural risk.
Despite the recent coronavirus surge and probable upcoming socially isolating, winter hunkering required, we think stocks can continue to hold their own against bonds.
While the world has cheered news of a vaccine on the horizon, it will not be available in time to help fight the recent surge in new cases of the virus.
On October 16, 2020, the central counterparties (CCPs) of the London Clearing House (LCH) and Chicago Mercantile Exchange (CME)
revised the discounting and price alignment interest (PAI) of U.S.-dollar cleared interest rate swaps to use the secured overnight
financing rate (SOFR).
Going forward, being nimble and remaining selective will be critical to identifying attractive new opportunities.
We continue to believe that risk-assets are worth the discomfort of uncertainty.
The Bank of Japan has failed to reach its inflation target for decades—is the Fed heading down a similar path?
There are still opportunities to prepare portfolios today for the low-yield world ahead—we see the most value in select areas of the CMBS market.
Risk across the entire commercial mortgage-backed securities market is being viewed through the narrow lens of two troubled sub-sectors.
Market sentiment is looking ahead to the end of the COVID-19 pandemic, probably in the first half of 2021, when an effective vaccine is widely distributed. An end date on the horizon is certainly a good thing for stocks.