The report discusses macroeconomic shocks affecting fixed income instruments, including inflation, fiscal funding needs, and FX depreciation rates. It highlights the importance of counterparty exposure, issuer creditworthiness, and regulatory changes. The report also covers the sensitivity of fixed income instruments to these shocks and the role of index fixings in swaps markets.
documents/vol00010-efta01461081-pdf.pdf
{"title":"Special Report Euroglut here to stay","document_date":"2015-03-09","document_type":"correspondence","key_organizations":["Deutsche Bank AG"],"reference_numbers":["DB-SDNY-0122903","SDNY_GM_00269087","EFTA01461081"]}