Credit Strategy
4 Varkki Chacko & Willem Sels Goldman Sachs
As a credit strategist, what keeps you up at night?
Market sentiment is one of the most difficult things to predict or model, especially when adjacent markets like equities can have a significant impact on spreads. Lately volatility has been very high, and the correlation with volatile equity markets has increased. There is a risk that severe swings of the mood in equities can translate into sharp spread corrections.
What is the most controversial or hard-hitting statement concerning
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