2019 Risk Scenarios
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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
- ↑ 30 Risks to Markets in 2019, Deutsche Bank Research (Torsten Slock)