How could coronavirus impact credit markets?Mar 25, 2020 Learn More
While newspaper headlines are focused on volatile stock markets stemming from the COVID-19 pandemic, credit markets are not immune. Our latest stress test asks, “What would it mean for portfolios if losses reached 2008 levels?”
A coronavirus stress test for global marketsMar 4, 2020 Learn More
After the coronavirus spread to multiple continents, markets recorded the worst week since the crisis. How much further could markets drop if epidemic turns into pandemic? Our stress test indicates room for further losses.
Something for nothing? Increasing bond duration may not increase portfolio riskNov 20, 2019 Learn More
Asset allocators may consider lengthening the duration of their bond portfolios to prepare for a potential recession in the U.S. But could duration extension push risk above target thresholds? Maybe not.