德意志银行2017年新兴市场利率报告｜EM Local Rates Monitor

报告摘要

本报告由德意志银行于2017年7月发布，聚焦新兴市场（EM）本地利率动态。核心内容包括：关键经济预测、EM固定收益交易建议、市场概览、利率互换与交叉货币互换分析、通胀挂钩债券及实际利率、EMEA通胀与发行情况、债券收益率预测、短期利率评分卡、非居民持有EM政府债券情况、外部敏感性（10Y EM本地债券对10Y美债的贝塔值）、EM技术模型（最佳债券及债券切换）。适合新兴市场债券投资者、利率交易员、宏观经济研究员、资产配置经理及金融从业者，助其把握EM利率走势与交易机会。

📋 核心要点(部分)

1. Key Economic Forecasts
2. EM Fixed Income Trade Recommendations
3. Market Overview
4. Interest rate swaps / Cross currency swaps across EM
5. EM Inflation linked bonds and real rates
6. EMEA Inflation
7. EMEA issuances
8. EM bond yield forecasts
9. EM short end rates and EM Fixed Income Scorecard
10. What is priced – EMEA – meeting by meeting
11. EM short-end rates – where is the value
12. Non-domestic holdings across EM government bonds
13. External sensitivity: Betas in 10Y EM local bonds vs 10Y-US treasuries
14. EM Technical Models – b