Is it time to re-evaluate ‘risk’ in emerging market bond markets?

While the once-unassailable Developed Markets struggle with fiscal fragility and policy uncertainty, much of the emerging world has spent a decade building the structural resilience.   Despite this, relative yields on offer are compelling, diversification evident, and alpha potential, rich.

In this fascinating Emerging Market Debt panel, we bring together expert managers, Artisan and Ninety One to strip away the jargon and dissect the full EMD spectrum. From the volatility of Local Currency to the hidden resilience of EM Corporates, the potential of Frontier Markets, and the risk/return opportunity in Hard Currency.

Key Talking Points:

• The Local Currency Pivot: Balancing carry potential relative to currency volatility
• EM Corporates: Identifying resilient balance sheets in an era of higher-for-longer global rates.
• On the Frontiers: Navigating the liquidity and reform stories in the world’s most misunderstood markets.
• Beyond the Beta: Why active, granular selection is the only way to mitigate idiosyncratic risk in EMD today.