UBS Equities-Global Strategy _How do credit markets perform in a no and s...-106978517
Global Research and Evidence Lab How do credit markets perform in a no and soft landing scenarios?
报告摘要
Global Research and Evidence Lab How do credit markets perform in a no and soft landing scenarios?
报告信息
- 文件全名
- 《UBS Equities-Global Strategy _How do credit markets perform in a no and s...-106978517.pdf》
- 适合读者
- 核心数据
- growth/ no landing” scenario assuming above-trend US real GDP growth of 2.75%,
- context core PCE finishes Q4 ’24 at 2.3% and accelerates to 2.8% in Q4 ’25, and the
- meeting in H2 ‘25. Our rates team projects US 10yr rates finish at ~4% in Q4 ’24, then
- rise sequentially close to 5% in Q4 ’25. We see credit spreads holding in through the
- -1%/1%/2%, respectively (Figs 1-7). In this scenario single B LL outperform.
- 核心议题
常见问题
《UBS Equities-Global Strategy _How do credit markets perform in a no and s...-106978517》主要包含哪些内容?
Global Research and Evidence Lab How do credit markets perform in a no and soft landing scenarios?核心数据:growth/ no landing” scenario assuming above-trend US real GDP growth of 2.75%,;context core PCE finishes Q4 ’24 at 2.3% and accelerates to 2.8% in Q4 ’25, and the;meeting in H2 ‘25. Our rates team projects US 10yr rates finish at ~4% in Q4 ’24, then。
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覆盖 2024 年,全文共 10 页。
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适合投资人、行业研究员等读者参考。
报告涉及哪些关键议题?
重点分析了GDP等议题。
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