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Using securities lending data to assess the ECB’s corporate bond purchases

18 November 2016Credit, MarketsNick Dunbar

ECB president Mario Draghi says that corporate bond purchases are a success, but is the effect causation or correlation? Using securities lending data from central banks allows the hypothesis to be tested.

Visualising the high yield swoon

18 August 2016Credit, MarketsHigh yield - US, high yield bonds, Markit iBoxx $ Liquid High Yield index, oil & gas, regulationNick Dunbar

Did junk bond investors overreact?

Visualising the high yield swoon

9 June 2016Credit, MarketsHigh yield - US, high yield bonds, oil & gas, regulationNick Dunbar

Were regulatory warnings about bond market herding borne out in the high yield sell off and rebound?

High yield’s retrenchment

21 December 2015Credit, MarketsCitigroup, commodity risk, credit, credit derivatives, ETFs, High yield - US, lending, Markit iBoxx $ Liquid High Yield indexNick Dunbar

There have been plenty of words written about the high-yield corporate bond market in the last week, but sometimes a chart expresses things better than words.

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