2019 Risk Scenarios

From Open Risk Manual

2019 Risk Scenarios

This list is a worked out example of stress scenarios motivated by the publication[1]

Actor(s) Metric / Observable Jurisdiction(s) Financial Market(s) Connections
Algorithmic Traders Market Gap (Discontinuous Jump) Global Equities, Credit
Chinese, Europe Population GDP Slowdown / Reduction China, Europe Impact on US Economy
Chinese, Europe Population GDP Slowdown / Reduction China, Europe US Dollar Appreciation
Fixed Income Investors US Debt Volumes / Bid-Ask spreads US US Interest Rates
US Treasury Increase in US T-Bill Volumes US Libor-OIS spread
US Treasury Increase in US Bond Volumes US Demand for Investment Grade Credit
European, Japanese Investors FX Hedging Costs US US Credit
ECB Ending Quantitative Easing Eurozone Global Fixed Income
BoJ Slowing Quantitative Easing Japan Global Fixed Income
Fixed Income Investors 2yr-10yr Yield Curve Spread US Credit, Equity Markets
US Corp Management Use of Corporate Tax Cuts US Equities
US Governement Governement Shutdown US Global Markets
UK Governement No-deal Brexit UK Global Markets
US, China Tariffs US, China
US, EU Tariffs US, EU
Fed Interest Rate Increase US Profit Margins from Wages Growth
Fed Interest Rate Increase US Inflation Expectations Unanchored
French Population Public Unrest France
European Population European Parlament Elections EU
DE Real Estate Investors House Price Increases Germany Real Estate
Italian Government Fiscal Policy Italy
Australian, Canadian Real Estate Investors House Price Increases Australia, Canada Real Estate
Chinese Population Response to economic stimulus China
Chinese Government Current Account Deficit Surprise China
Chinese Population Chinese GDP China Japanese GDP
Emerging Market Populations Political Change India, Argentina, South Africa, Indonesia
Global Economies Inequality Index Global
Fed, ECB QE Re-enactement US, EU Broken correlation with GDP
Global Goverments and CB's Monetary and Fiscal Easing Global Broken correlation with GDP

See Also

References

  1. 30 Risks to Markets in 2019, Deutsche Bank Research (Torsten Slock)

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