Articles Tagged: risk appetite

2 articles found

Shutdown, Cash Cliffs and a Data‑Blind Fed: Why Q4 Risk Appetite Hangs on Paychecks, SNAP and Rates

The government shutdown has shifted from political brinkmanship into real‑economy impact. Essential federal employees have missed their first full pay cycles, air traffic control staffing gaps are driving a rising share of flight delays, and the Agriculture Department says Supplemental Nutrition Assistance Program benefits won’t be issued on Nov. 1 without a deal. Those developments are immediate cash‑flow and services shocks that markets can no longer treat as noise. They are landing just as the Federal Reserve prepares to cut rates while flying partially blind, with most federal data series halted. Inflation remains sticky around 3% year‑over‑year, unemployment has drifted higher and the curve is modestly positively sloped again in the 10s/2s segment. The collision of a fiscal stop‑and‑go at the household level with a data‑dependent central bank raises front‑end sensitivity, rate‑volatility risk and sector dispersion into Q4. This is now a story about paychecks, SNAP timing and the path of rates—and how those three levers will shape risk appetite.

government shutdownSNAP benefitsFederal Reserve+11 more

Wall Street’s Trading Boom: How Record Q3 Trading at Goldman and JPM Reshapes Market Liquidity, Risk Appetite and the Fed’s Next Move

Wall Street’s trading engines roared in the third quarter, delivering a record $8.9 billion haul at JPMorgan and a decisive beat at Goldman Sachs powered by fixed income and a resurgent investment banking franchise. In an environment shaped by tariff-driven volatility, geopolitics, and the AI-capex supercycle, the two bellwethers are signaling something bigger than a single quarter’s outperformance: dealer balance sheets are being used, primary issuance is reopening, and cross-asset liquidity is—so far—holding up even as valuations hover near highs. The paradox is that strength can be a complication. Booming trading and issuance ease financial conditions, which could delay the path to rate cuts if inflation proves sticky. Meanwhile, bank leaders are flagging cracks under the surface—from auto-sector bankruptcies to rising provisions—that sit uncomfortably alongside an IMF warning about equity concentration, bond market fragility, and the growing web of bank–NBFI linkages. This piece connects the dots: why trading surged, how liquidity is evolving, where risk could surface next, and what it all means for the Fed’s calculus.

JPMorganGoldman SachsFICC+17 more