EUR Credit Market Seen on Backfoot as Volatility Looms: Analysis
Source: BFW (Bloomberg First Word)
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(Bloomberg) -- As European credit markets adopt a more cautious tone amid increased political and macro uncertainty, our Risk Appetite model is pointing to more volatility ahead; current investment trends favoring non-financial, low-beta, short duration assets look set to remain in vogue, Bloomberg strategist Simon Ballard writes.
Alert: HALISTER1- Current Risk Appetite model reading suggests investor sentiment of ~6-7 on a risk scale of 1 (bullish) to 10 (absolute risk aversion)
- Model now seems to be tracking 2010 data during sovereign debt selloff; may indicate further possible rise in volatility
- But ECB CSPP should continue to offer a degree of support for credit market; non-financial IG risk to outperform, but crowding out may lift broader market
- Risk Appetite model still well off the extreme risk aversion (volatility/spread dispersion) levels registered in previous crisis periods of 2007, 2008/2009, 2010 and 2012
- At the same time, the gauge is also notably weaker vs prior strong risk-on periods of 2005/2006, 04/2015 (bottom-left corner of chart)
- As the post-EU referendum risk rally fades and macroeconomic consequences of Brexit begin to manifest themselves, any near-term deterioration in credit-market conditions may fuel increased defensive investor sentiment, re-weaken RA model
- Bias toward short-dated, low beta IG risk; EUR credit likely favored over GBP risk (CSPP over Brexit)
- Negative market factors include withdrawal freeze on seven U.K. property funds, fears over Italian bank capital levels, high NPLs, insufficient capital buffers
- Second-round effects may focus on banking-sector exposure to property fund weakness, counterparty credit risk in derivatives trading
- Capital structure curves may steepen as defensive investors favor senior over higher-risk sub-debt exposure; core EUR banks may outperform perceived weakness in peripheral financial risk
- In non-financial corporate sectors investor bias for well- rated (IG), low-beta risk; investors may look to avoid U.K. export, housing, cyclical risk exposure
- NOTE: Model resembles outline of U.K.; south-west corner represents ‘risk-on’ territory of low volatility and low spread dispersion, north east conveys risk aversion
- NOTE: Simon Ballard is a credit strategist who writes for Bloomberg. The observations he makes are his own and are not intended as investment advice.
Source: BFW (Bloomberg First Word)
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UUID: 7947283