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Russell Clark's avatar

Credit spreads are the most obvious ones

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Ali's avatar

Confluence of factors have kept spreads compressed, they're a lagging indicator now because:

1. covid saw significant refinancing (which 5yrs on, in a much higher rate environment, is seeing refi risk now gradually rise)

2. covenant light lending has made it easier to "muddle through"

3. the rise of private credit has distorted things

Lots of event risk ahead:

https://www.spglobal.com/ratings/en/research/articles/240205-credit-trends-global-refinancing-maturity-wall-looms-higher-for-speculative-grade-debt-12991317

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