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Subject

The sharp fall in global sovereign bond markets since late September is putting emerging market assets under pressure.

Significance

Global sovereign bond markets suffered their sharpest monthly loss in October since the 'taper tantrum' of May 2013. Emerging market (EM) assets had rallied strongly as investors sought higher yields amid ultra-low or negative yields in advanced economies. However, fears of higher inflation in the United States and the United Kingdom, coupled with growing concerns about the efficacy of ultra-loose monetary policies, have pushed up the yields on benchmark UK and US ten-year bonds, reducing the relative attractiveness of EM yields.

Impacts

Investors will continue to favour EMs with strong fundamentals and lower political risks.

EMs are likely to lead the eventual recovery of global trade, keeping their assets in the limelight for investor attention.

The EM rally not only reflects a search for yield in a low-rate universe but also improved EM economic fundamentals.

The surge in EM private debt remains a concern, particularly corporate debt which has risen rapidly since 2008.

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