Market outlooks, the economy, rates and elections, and how managers are positioning portfolios. Selected by our editors.
316 videos and podcasts · new this week: 47
It offers a concise read on how a hold with dissents was received across the curve, useful context for client conversations about rate expectations. The discussion of credit issuance and balance-sheet dispersion gives advisors a framework for talking about quality and selectivity rather than headline index performance.
It addresses the role of bonds in portfolios at a time of rate volatility and inflation uncertainty, and connects that to earnings quality and upcoming economic data. Wealth professionals may find it useful for framing client conversations about fixed income and market conditions.
It links the rates and inflation backdrop to the financing side of the AI buildout, a place where corporate credit exposure can reach client portfolios. Whalen's framing of data-center financing structures and whether lenders are being paid for the risk is a useful diligence prompt for anyone holding or evaluating that debt.
For wealth professionals, the episode offers a macro discussion of two themes driving markets: rates and labor. It also gives context for client conversations about how yield moves transmit to borrowing costs, sectors and fixed income, and how ADP payroll research is interpreted.
It offers a view on how flow and positioning data are being used alongside traditional macro analysis, a framing advisors may encounter in manager commentary. The discussion of rate moves, inflation risks and market leadership gives context for client conversations about portfolio positioning.
It offers a concise read on the Fed's rationale and near-term market reaction for professionals framing rate and inflation conversations with clients. The discussion of tighter-for-longer policy and Treasury yields is relevant to how advisors think about rate-sensitive environments.
It offers a read on how a sitting Fed chair's tone is being interpreted and what the discussion says about stock-bond behavior and data sensitivity. Useful context for framing rate and inflation risk in client conversations.
It connects inflation data and long-term Treasury yields to the fiscal picture and to the Fed's possible preference for tighter financial conditions, which is the backdrop advisors use when discussing rate-sensitive client portfolios. The preview of Jackson Hole and upcoming data gives a calendar of what the show expects to shape growth and policy expectations.
New manager videos, podcasts and our own markets & outlook stories on My Desk and in your morning edition.
Free. One click to unfollow. Readers who are not signed in can follow in this browser and sign in later.
The private wealth industry in four minutes, every morning at 6:30 a.m. ET. Free.
Free. Every morning. Unsubscribe from any edition in one click.
