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Special Report Highlights We use a correlation-hedge approach to manage emerging market (EM) currency exposure for global investors with nine different home currencies. For USD-based investors, EM debt volatility is driven by the EM spot exchange…
Special Report Highlights The Biden administration will not attempt a major diplomatic “reset” with Russia. The era of engagement is over. Russia faces rising domestic political risk and rising geopolitical risk at the same time. A war…
Special Report Highlights China’s primary vulnerabilities over the past decade have been, and remain, credit/money excesses and a misallocation of capital. China’s advantage has not been its banking system or monetary policy’s…
  Cyclical currencies, captured by a basket of the CAD, AUD, NZD, BRL, MXN, and RUB have fared well since the beginning of the year, outperforming their defensive peers. A ratio of these “risk-on” currencies versus the…
  BCA Research’s Foreign Exchange Strategy service concludes that a big driver for the RMB in the coming years will also be widespread diversification away from USD assets. With extremely low volatility, the yuan has…
  South Africa’s revised budget forecasts reveal that authorities are more optimistic than they were last October. The government deficit was revised down, and public debt is now expected to peak at 88.9% of GDP in 2025/26,…
Highlights Market-based geopolitical analysis is about identifying upside as well as downside risk. So far this year upside risks include vaccine efficacy, coordinated monetary and fiscal stimulus, China’s avoidance of over-…
Highlights Higher yields in China should continue to encourage inflows into the RMB. However, the gap between Chinese and US/global interest rates will narrow. This will temper the pace of RMB appreciation. The RMB remains modestly…
Special Report Highlights The positive correlation between share prices and US bond yields – that has been in place since 1997 – is likely to turn negative. Looking ahead, stock prices will fall when US bond yields rise and will rally…
Special Report Highlights The positive correlation between share prices and US bond yields – that has been in place since 1997 – is likely to turn negative. Looking ahead, stock prices will fall when US bond yields rise and will rally…