The Interest Rate People

Captures stress in the banking industry, which in turn slows lending and investment.

Latest market driven forward curves for cashflow modeling, including shock scenarios.

An inverted yield curve signals a recession about 2 years in advance.

Historically, this spread has been 0.31%. Will the current spread regress to the mean?

Market positions on 10yr rates which suggests bias for higher/lower rates.

German Bund is the primary alternative to 10T. If Bund moves higher, gives room for 10T to move higher.

Interpolated market projections for future 10 year Treasury yields.

Interest rates accounting for inflation.

An inverted yield curve signals a recession about 2 years in advance.

Historically, this spread has been 0.31%. Will the current spread regress to the mean?

Market positions on 10yr rates which suggests bias for higher/lower rates.

German Bund is the primary alternative to 10T. If Bund moves higher, gives room for 10T to move higher.

Interpolated market projections for future 10 year Treasury yields.

Interest rates accounting for inflation.

Do Fed tightening cycles push us into recessions?

Combined Fed and ECB bond holdings ($) as part of QE policies.

Measures the degree of financial stress in the market via 18 data series.

Readings above 20 have always resulted in a recession, but doesn’t provide much lead time.

Generally a lagging indicator, sub-100 strongly suggests we are in a recession.

Above 0 indicated tight financial conditions, while below 0 indicate loose financial conditions.

Delinquency rates above 1.5% start raising serious concerns.

Fed’s preferred measure of inflation, with a 2% long term goal.

When loan growth contracts, we generally have a recession.