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

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）利率动态，涵盖关键经济预测、固定收益交易建议、市场概览、利率互换、通胀挂钩债券、EMEA通胀与发行更新、债券收益率预测、短期利率分析、外资持有情况、外部敏感性及技术模型等核心内容。报告提供10Y EM本地债券对10Y美债的贝塔系数、最佳债券选择等量化分析，适合新兴市场投资者、固定收益分析师、宏观经济研究员及资产配置专家参考。

📋 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 issuance update
8. EM bond yield forecasts
9. EM short end rates and EM Fixed Income Scorecard
10. EM short-end rates – where is the value
11. Non-domestic holdings across EM government bonds
12. External sensitivity: Betas in 10Y EM local bonds vs 10Y-US treasuries
13. EM Technical Models – best bonds in EM local markets
14. EM Tech