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IDFC AMC Research Report
The dramatic geopolitical developments of the past couple of weeks, and the consequent commodity price shock to the world, represent in some sense the manifestation of almost a tail risk event.
It is hard, therefore, to run this through the traditional prism of macro-economics. While the risk of egg on face is inherent in making predictions, doing so in times like these is almost the equivalent of a face chasing after an egg.
A better way to approach then is just in context of general market signals and what information they are providing to update one’s underlying macro-framework for the times. This is the attempt below.
A good way to think about this shock is in terms of one’s ‘order of worries’ before this shock struck and then examine how this order may be modified/accentuated as the new dynamics flow through. Starting off, one has to note that most central banks will treat this as a one time shock and worry more about second order effects from the perspective of monetary policy setting.
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