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ECB/sovereign spreads: rate rises will test Europe’s periphery

A deterioration in the capital position of some banks may be an inevitability investors will have to live with

The financial fortunes of eurozone members are diverging. The European Central Bank worries about such fragmentation. It reversed its long-held permissive stance on interest rates to a hawkish position last week. Rates are certain to rise next month, as widening sovereign bond spreads forewarn.

Central banks desperately wish to stifle rising inflation, yet avoid the loss of jobs and economic growth that could well follow. Solving that conundrum is complicated for the ECB by a European commitment to prevent financial conditions diverging across the currency bloc.

Already, spreads (versus German Bunds) in Italy and Spain have soared back to levels last seen during the pandemic — nearly 240 basis points for Italian 10-year bonds — hinting at fragmentation. Bank investors will need to pay close attention. At these heights in the past, the ECB started buying government bonds to help reduce spreads.

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