Welcome to the April 2017 issue of Credit Market Pulse, your deep dive into credit risk delivered directly to your inbox each quarter!
In this issue, get actionable ideas around sovereign and regional trends, political risk, industry shifts, changes in creditworthiness of some of the biggest movers and shakers in the market, and post-mortems on recent defaults.
Key highlights include:
- Global market-implied credit risk remained flat, but in a reversal of the “Trump Effect,” North America’s risk increased the most, while Latin America’s decreased
- Political uncertainty in France puts a dent on its improving risk profile, even as Europe steadily weathers Brexit developments
- Volatility in commodity prices continues to apply upward pressure on the energy and materials sectors
- Despite a decrease in total defaulted assets in oil and gas exploration & production, it still accounts for the most number of defaults
Credit Market Pulse is your deep dive into credit risk delivered directly to your inbox each quarter. We have taken our most crucial data, analytics, and default models to provide you with a robust view of what is happening in the world of credit, from macro level observations down to company level analysis.
These are essential insights you can only get from S&P Global Market Intelligence. And best of all, we will make it possible for you to bring this information in house to incorporate in your own credit analysis and strategy.
If you are not already a subscriber, please subscribe today.