Cross Asset Strategy Special - What if real rates were to rise sharply in the eurozone?

  • Rising government bond yields at the long end of the curve have been a drag on fixed-income performance over the past few months, and have affected markets more broadly, shaping performance across credit, equity and currency markets.
  • While the trend in UST yields has attracted most attention, a scenario of materially rising real yields in the euro area is increasingly being discussed by investors. In this note, we analyze a scenario in which 10Y real rates on eurozone curves rise by 50bp over a relatively short period of three months and its implications across rates, credit, equity and currency markets.

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