Topic

Corporate Bond Research

Finvaulta tracks 148 research reports on Corporate Bonds, updated through September 3, 2026. Latest: “An Elusive Summer Slowdown”.

The corporate bond market is currently being shaped by a complex interplay of geopolitical tensions in the Middle East and evolving Federal Reserve policy expectations. With energy prices such as Brent crude fluctuating around $91-$92/bbl due to the US-Iran conflict, persistent inflationary pressures are prompting the Fed to delay anticipated rate cuts until late 2026. Amid this hawkish backdrop, research suggests investors should prioritize quality short- and medium-maturity corporate bonds to mitigate duration risk while capturing attractive yields. Fundamental credit support is evidenced by a 7% year-to-date upgrade in 2026 earnings estimates for the Technology, Communication Services, and Energy sectors, which provide a buffer for corporate spreads. Furthermore, narrowing GCC CDS spreads and significant capital inflows into Saudi Arabia indicate localized resilience in credit markets despite ongoing maritime bottlenecks in the Strait of Hormuz. Significant corporate actions, including an $8 billion offer for Devon Energy’s Marcellus assets, further reflect active balance sheet management and sector consolidation within the high-yield and investment-grade landscapes.

Featured reports

An Elusive Summer Slowdown

Goldman Sachs·Sep 3, 2026

Goldman Sachs raised its full-year 2026 USD IG gross issuance forecast to $2.3 trillion after AI-driven corporate debt supply eliminated the usual summer slowdown. Total returns remain heavily constrained by benchmark yields, while EUR credit's technical outperformance against USD is expected to fade.

Global Credit Trader: A Real Focus Back on Rates

Goldman Sachs·Aug 27, 2026

Goldman Sachs credit strategists examine the impact of rising 10-year yields (+35-45bp YTD) on credit markets, noting that US real yield increases have flipped rate-spread correlations positive while European moves reflect sticky energy prices. They recommend expressing credit views via cash yield for carry and income rather than relying on spread tightening, while modestly favoring HY bonds over leveraged loans.

Global Credit Trader: Redefining Quality in Credit

Goldman Sachs·Aug 13, 2026

Goldman Sachs reassesses quality positioning across global credit markets as AI-related debt issuance creates supply headwinds in high-quality cohorts. The firm recommends moving down-in-quality to BBBs in EUR IG, shifting USD HY to overweight Bs vs neutral BBs, and moving to a neutral allocation between IG and HY in both USD and EUR.

Bond Top List

UBS·Jul 14, 2026

This UBS Bond Top List provides curated investment recommendations for both hold-to-maturity and relative value strategies across various global bond markets. It includes coverage on non-financial corporates, financials, high yield, and sustainable bonds.

Trade of the Week BAWAG

UBS·Jul 1, 2026

This report recommends the BAWAG EUR 3.125% 2029 senior bond as a 'Preferred' investment idea, citing operational momentum and potential rating upgrades. It views the bank's valuation as attractive relative to its European financial peers.

Financial Capital Navigator

UBS·Jun 19, 2026

This report provides a navigator for financial capital, detailing recommendations and analysis for subordinated bank bonds, AT1, and hybrid instruments. It highlights current market trends and includes specific bond recommendations across currencies.

1Q26 IG Fundamentals Update: More Earnings Less Cash

Bank of America·May 20, 2026

1Q26 US IG credit fundamentals remained strong with EBITDA growth at its highest since 2021, but declining cash levels pushed net leverage to 2.06x.

Situation Room: Higher Inflation Is Good for Spreads

Bank of America·May 12, 2026

Higher than expected core CPI at +0.4% MoM has pushed 10yr Treasury yields to their highest level since July 2025 and led markets to price 19bps of Fed hikes. Despite this, the IG credit market technicals remain supportive due to stable volatility and expected slowing of bond supply in H2.

Situation Room: Out of Stocks, into Bonds

Bank of America·Sep 3, 2026

Flows & Liquidity: Quantity-Based vs. Price-Based Financial Conditions Metrics

J.P. Morgan·Sep 2, 2026

Weekly Market Update

DoubleLine·Aug 28, 2026

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