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Risk of US Credit Cycle Overheating Underpriced, Deutsche Bank Says

(Bloomberg index)

(Bloomberg) -- Stronger US growth, higher inflation and higher interest rates under President-elect Donald Trump could lead to a “substantial” dose of rate volatility, damage a supportive credit technical backdrop and eat into returns, according to Deutsche Bank AG analysts.

The outlook for financial and geopolitical world is now far from “business as usual” following Trump’s election victory and the Republican sweep in Congress, opening up a wider range of outcomes for financial markets, analysts including Jim Reid and David Folkerts-Landau wrote in a note Monday.

For credit spreads to stay at the current tight levels next year, debt investors will need a combination of low recession odds, undeployed investor cash, low rate volatility and a Federal Reserve willing to run easy monetary policy, credit analysts including Steve Caprio wrote in the note, with the last two macro scenarios considered more unlikely. Recent Fed cuts are already starting to kick off a credit cycle and the removal of election uncertainty plus future pro-growth Trump policies could easily boost employment and inflation above expectations, they added.

“Simply put, a hawkish Fed pivot is near,” they wrote. “The risk of an over-heating US cycle is under-priced.”

Such a backdrop would impact credit technicals, especially in higher duration and fixed-rate markets, they added. The analysts also expect animal spirits, a term coined by British economist John Maynard Keynes to refer to investors’ confidence in taking action, to rise further.

“Higher rates will subtract from total returns and reduce inflows, at the same time that pent-up animal spirits front-load 2025 M&A and LBO supply,” they added.

They expect credit spreads to widen gradually next year, with investment-grade spreads potentially reaching 92 basis points by mid-next year and 110 basis points by end of 2025. The spreads, or the premium demanded by investors to hold company bonds instead of government debt, ended Nov. 22 at 78 basis points, near their lowest levels in decades.

For the riskier parts of credit, the analysts are forecasting junk spreads to trade at 300 basis points by mid-next year and 360 basis points by the end of next year. Leveraged loan spreads should reside at 420 basis points and 450 basis points in mid and end year respectively, they added.

“For IG investors, the big surprise in 2025 could be much lower inflows than predicted,” they wrote. “And for speculative grade investors, next year may provide a dawning realization that leveraged issuers will be unable to refinance their existing debt more cheaply over the next few years ahead.”

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