Peso crisis; record IMF programme; Argentine yields spike.
Pre/post market reaction
| Window | AR 10Y Δ | US 10Y Δ | Spread Δ |
|---|---|---|---|
| 1d | 0.00pp | 0.00pp | 0.00pp |
| 1w | 0.00pp | 0.00pp | 0.00pp |
| 1m | +1.25pp | +0.04pp | +1.21pp |
| 3m | +4.26pp | +0.25pp | +4.01pp |
Yields at monthly resolution; sub-month windows interpolated. pp = percentage points.
Default risk repricing
Sovereign credit stress dominates.
Inference scores
amplifying
confidence: highPost-event stress amplifies beyond pre-event move on a crisis backdrop.
Early warning38/100
Abnormal yield move before the event (90d proxy).
Reaction100/100
Abnormal yield move after the event (1m / 3m).
Constraint48/100
Lead/lag band: reactive.
Amplification100/100
Post-event move beyond pre, on a crisis backdrop.
Confidence90/100
Severity × benchmark coverage × data coverage.
v1 scores use a simple factor model on monthly yields. See docs/METHODOLOGY.md.
AI Inference
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