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Developed Countries

The European Commission’s business and consumer surveys reveal that the recent bank stress did not weigh heavily on sentiment. Economic, consumer, industrial and services confidence were all broadly unchanged in March. Ultimately the improvement in the…
As we highlighted yesterday, the Case-Shiller 20-City House Price index declined by 0.43% m/m in January, bringing the drop since its June 2022 peak to 4.7%. However, there is quite a bit of discrepancy in the magnitude of house price declines across US…
The current inversion of the US yield curve signifies that the bond market is anticipating 200 basis points of US rate cuts through the next two years. This implies that the bond market is pricing an economic recession, because other than during recessionary…

In Section I, we discuss the implications of the banking crisis that emerged in March. We do not expect what happened in the US or Europe to morph into a full-blown meltdown of the financial system, but this month’s events will likely lead to a further tightening in bank lending standards, raising further the odds of a US recession over the coming year. We continue to recommend an underweight stance toward risky assets versus government bonds over the coming 6-12 months, and defensive positioning within a global equity portfolio. In Section II, we estimate the impact of recently-passed US legislation on US business investment over the structural horizon and conclude that it will indeed boost capex growth over the coming several years. Assets poised to benefit from this trend will likely underperform over the coming year but should be bottom-fished following the next recession.

In Section I, we discuss the implications of the banking crisis that emerged in March. We do not expect what happened in the US or Europe to morph into a full-blown meltdown of the financial system, but this month’s events will likely lead to a further tightening in bank lending standards, raising further the odds of a US recession over the coming year. We continue to recommend an underweight stance toward risky assets versus government bonds over the coming 6-12 months, and defensive positioning within a global equity portfolio. In Section II, we estimate the impact of recently-passed US legislation on US business investment over the structural horizon and conclude that it will indeed boost capex growth over the coming several years. Assets poised to benefit from this trend will likely underperform over the coming year but should be bottom-fished following the next recession.

Recent US housing market releases have been unexpectedly resilient. Data released on Wednesday reveals that pending home sales unexpectedly increased by 0.8% m/m in February, surprising expectations of a 3.0% m/m decline and marking the third consecutive rise…
The US Treasury yield curve appears to be sending a warning about the economy. The 2-year/10-year yield curve – which had been flattening for the past two years and inverted in mid-2022 – has steepened since the recent banking tumult. The spread between the…
Information Technology has been among the best performing S&P 500 equity sectors during the recent bout of bank stress – second only to Communication Services. Since March 8, the IT sector has rallied by 3% and is now nearly back to its 2021 peak relative…
US corporate bonds have seen some meaningful spread widening over the past few weeks.  The Bloomberg US investment grade index spread rose from the recent low of 120bps on March 6 to 147bps yesterday, at one point climbing as high as 163bps on March…

It is a big mistake to think that rate cuts or lower bond yields will ease credit conditions. Quite the contrary. After an aggressive tightening of monetary policy, the first rate cuts always coincide with much tighter credit conditions. We discuss the implications for credit, government bonds and equities. Plus, we find a startling anomaly in equity sector performance.