Sovereign default in developed economies could be "catastrophic" for 
investors, the report noted, as many traditionally have large holdings in 
government debt as a very low risk, relatively low return investment.

"I feel that over the last couple of years it's not only the quantifiables 
that have changed, it's also the realization that sovereign risk, and 
particularly developed market sovereign risk exists, because most developed 
world sovereign was basically treated as entirely risk free," Benjamin 
Brodsky, managing director in fixed income allocation at BlackRock, told 
CNBC.com.

"With hindsight, we can say… that they have never been risk free, it's just 
that we have been living in a quiet time over the last 20 years."

http://www.cnbc.com/id/43589467

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