FMS Investors – What Is the Most Likely Source for a Systemic Credit Event?

FMS Investors – What Is the Most Likely Source for a Systemic Credit Event? FMS investors view the China real estate as the biggest source of a systematic credit event due to excessive borrowing, with significant implications for the Chinese economy and global consequences. Image: BofA Global Fund Manager Survey

U.S. Average Credit Card Rate

U.S. Average Credit Card Rate Record-high credit card interest charges indicate significant financial burdens for cardholders, which can have important implications for both individual cardholders and the broader U.S. economy. Image: The Daily Shot

One-Year U.S. Treasury Credit Default Swap Spread

One-Year U.S. Treasury Credit Default Swap Spread The one-year U.S. Treasury credit default swap spread is currently twice what it was during the 2011 and 2013 debates over the debt ceiling, indicating that there is greater concern in the market about the risk of default. Image: Morgan Stanley Wealth Management

U.S. Credit-Based Recession Probability

U.S. Credit-Based Recession Probability The U.S. credit recession indicator suggests that a U.S. recession is still less likely through the second quarter of 2023. Image: Deutsche Bank