Déjà vu Deleveraging

  • When oil prices were above $100/barrel (such as 2011 to early 2014) oil companies and their suppliers were the preferred leveraged equity trade
  • Similarly, EM currencies and high yield bonds were the preferred carry trades under zero interest rates policies (ZIRP) and quantitative easing (QE)
  • Oil prices have fallen by more than 40% during 2H 2014. This could have serious implications for vulnerable debt issuers with unsustainable debt levels
  • European corporate debt spreads have held up remarkably well during the sell-off in recent months – likely driven by expectations of monetary policy in the eurozone during Q1, 2015
  • 9 out of 15 of the world’s largest debtors relative to GDP are located within the eurozone
  • The FOMC press release on 17 December included the word ‘patient’ – the first rate hike is therefore likely in April 2015
  • Financial markets already reflect the first rate hike – few bonds with maturities less than 3 years have value (with the exception of Chinese sovereign and quasi-sovereign debt)
  • China’s quest for reserve currency status in 2015 will attract considerable attention. Both equities and the CNY will continue to benefit from lower oil prices

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