2020 Risk Scenarios
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2020 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 |
---|---|---|---|---|
Global Economies | Inequality Index (Wealth, Income, Health) | Global | Global Markets | |
US, China | Tariffs, Trade Wards | US, China | Global Markets | |
Chinese, Europe, Japan Economies | GDP Slowdown / Reduction | China, Europe | FX Markets | US Dollar Appreciation |
US Government | Impeachment, Government Shutdown, Elections | US | Global Markets | Corporate Taxation, Regulation, Capex Spending, Sovereign Debt Yields |
US, EU Regulators | Antitrust, Privacy Regulation | US, EU | Stocks | Sector Valuation Risk |
US Treasury | Bond Volumes | US | Debt Markets | Demand for Investment Grade Credit |
US Treasury | T-Bill Volumes | US | Money Markets | Repo Rate Spike |
Algorithmic Traders | Market Gap (Discontinuous Jump) | Global | Equities, Credit | |
Chinese, Europe Economies | GDP Slowdown / Reduction | China, Europe | Impact on US Economy | |
Fixed Income Investors | US Debt Volumes / Bid-Ask spreads | US | US Interest Rates | |
Fed | Excessively Accommodating Stance | US | Global Markets | |
Fixed Income Investors | BBB-CCC Spread Increase | Global | Debt Markets | Corporate Credit |
Fixed Income Investors | BBB-CCC Spread Increase | Global | Debt Markets | Consumer Credit |
Corp Management | Fallen Angels (Migration to BBB, HY) | Global | Debt Markets, Equities | |
Corp Management | Declining Profits affect Buybacks | Global | Equities | |
UK Government | No-deal Brexit | UK | Global Markets | |
Australian, Canadian, Swedish Real Estate Investors | House Price Declines | Australia, Canada, Sweden | Real Estate | |
Automotive Industry | Transition to public transport / electric mobility | Global |
See Also
References
- ↑ 20 Risks to Markets in 2020, Deutsche Bank Research (Torsten Slock)