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FICC Strategy Report

The Disconnect Between Rate Risk And Credit Risk

Published on

This report looks at the relationship between rate risk and credit risk and how it has changed over time. It also makes the case for favoring agency MBS within an underweight allocation to US spread product.

BCA Research | FICC

One macro framework for rates, FX, credit, and commodities, helping investors connect cross-market signals and position with clarity and conviction.

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