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Repricing risk in a global rate reset
Interest rates have emerged as the defining force in macroeconomic and investment strategy—not just for their trajectories, but for the volatility, uncertainty and fiscal pressures they bring. The result is a global rate reset: a structural shift where sovereign debt markets, credit spreads and yield curves are being repriced in real time.
As monetary policies diverge, fiscal constraints intensify and geopolitical tensions persist, the buy side faces mounting pressure to interpret risk with greater precision and agility.
This eBook explores how macro, credit and quant teams are responding. It reveals how firms are reallocating risk exposure, refining forecasting models and tapping into rich macroeconomic datasets to identify emerging patterns and rethink core assumptions.
Download the LSEG Data & Analytics eBook: Repricing risk in a global rate reset
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