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A strange calm in credit
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Take credit spreads – the gap between the yield on government bonds and corporate debt – which tend to blow out at times of stress.
Some argue that top-grade corporate credit could trade on lower yields than governments (the spread on US AAA-rated bonds is around 0.3pp).
The growth of private credit – the hottest area in alternative assets over the past few years – means that lower-quality borrowers have migrated there to get more favourable terms.
(Image credit: S&P Global)Of course, tight spreads also explain why higher yields in private credit have proved so attractive.
One has to figure there will be a reckoning here when the cycle turns, making low credit spreads in bonds a dangerous reason to reach further for higher yields in private credit.
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