Macro volatility, AI debt issuance, and curve steepening drive credit markets
Credit markets in early 2026 are being shaped by heavy macro influences, rising geopolitical risks, and a surge in new debt issuance, particularly from AI-focused technology companies. Scott Kimball, CFA of Loop Capital Asset Management, discusses tight credit valuations, heightened sensitivity to geopolitics and headlines tied to the oil sector, and growing volatility across high-yield, investment-grade, and emerging markets.
He shares his views on the new issuance calendars, volatility indicators, and AI capital structures and curve steepening risks.
In this episode:
📌 Navigating the busy debt issuance calendar
📌 Monitoring HY in volatile markets
📌 Danish Pension funds’ exit US treasury holdings—is US sentiment shifting?
📌 Derivatives tools for hedging and managing market swings
📌 Preparing for contagion risk in AI stocks and debt
[This post was first published on Trader TV]
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