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The Long and Short Views on Debt Markets

  • ,  Senior Investment Writer |
  • 16 May 2024
  • Updated 31 May 2024

debt markets

Spotting the right opportunities by understanding the debt markets

This compilation of insights provides investors with the most recent research on credit and debt markets, segmented by investment time horizon. Explore the perspectives of leading asset managers and global institutions on the trajectory of interest rates, the potential risks for global debt markets, and where the most promising investment opportunities lie.


Global Fixed Income Strategy Report April 2024 (Invesco)

This report brings together the latest data on the U.S. and European markets relevant for all fixed income investors looking to make informed decisions.

A Brief Tour of the Municipal Bond Market (Vanguard)

For compliance reasons, this paper is only accessible in certain geographies

The municipal bond market in the U.S. is highly diverse, with over 1 million securities outstanding, offering plenty of opportunities to interested investors.

Active Fixed Income Outlook: New Rates Regime? (LGIM)

For compliance reasons, this paper is NOT accessible in the United States and Canada

Here is what allocators need to know about the future of U.S. rates, global high yield, and European credit, given the prevailing macro environment.

Asset-Based Credit: The Post-Bank Era (TPG)

In light of recent U.S. banks' challenges, this paper explores the three primary areas in which banks will likely seek to de-risk: CRED, RRED, and consumer debt.


Global Financial Stability Report 2024 (IMF)

The overall outlook for global macro-financial stability risks has improved in the past year, alongside declines in global inflation. However, policymakers must remain vigilant.

Global Debt Report 2024 (OECD)

At the end of 2023, the total volume of sovereign and corporate bond debt stood at almost USD 100 trillion, similar in size to global GDP.

Who Holds Sovereign Debt and Why It Matters (BIS)

In this paper, the authors use data to document how increases in sovereign debt are absorbed by different investor groups.

Endogenous Defaults, Value-at-Risk and the Business Cycle (NIESR)

The model in this paper shows that fluctuations in credit spreads are generated by changes in credit supply as bank leverage is constrained by a VaR rule.