LQD's yield premium over Treasuries is near decade lows, offering little margin of safety for investment-grade bond investors. Credit quality is deteriorating, with rising delinquencies and a high ...

For the first time in a decade, no African country has a sovereign risk premium in distress territory. The average additional yield on Mozambique’s bonds over US Treasuries fell below 1,000 basis ...

Spreads between 10Y Italian and German bonds are at the tightest since 2008, helped by benign carry conditions. But we may hit a limit, as Italy still faces high debt levels. Italian spreads could, ...

On "Bloomberg Real Yield", Maureen O'Connor, global head of high-grade debt syndicate at Wells Fargo Corporate & Investment Bank, and Amanda Lynam, head of macro credit research at BlackRock, talks ...

This paper proposes a novel framework for analyzing the risks surrounding the public debt outlook, the “Debt-at-Risk.” It employs a quantile panel regression framework to assess how current ...