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）本地利率动态，涵盖关键经济预测、固定收益交易建议、市场概览及EMEA、拉美地区通胀与利率分析。核心内容包括EM利率互换、通胀挂钩债券、非居民持有EM政府债券情况、10Y EM本地债券对美债的贝塔敏感性等。报告提供EM债券收益率预测、技术模型最佳债券推荐及会议逐次利率定价。适合新兴市场固定收益投资者、宏观策略师、利率交易员及研究分析师参考。

📋 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. What is priced – EMEA – meeting by meeting
11. What is priced – LatAm – meeting by meeting
12. EM short-end rates – where is the value
13. Non-domestic holdings across EM government bonds
14. External sensitivity: Betas in 10Y EM local bo