OREANDA-NEWS. Part of the rationale for ultra-loose monetary policies from global central banks has been to depress risk and term premiums via a portfolio-rebalancing effect, Fitch Ratings says in a new report. This is consistent with the emergence of pressure on emerging markets as Fed lift-off approaches.

Emerging-market borrowers may have become more exposed since 2008 to an impact on their funding conditions from an increase in US interest rates, according to Fitch's research.

A rise in the Fed Funds rate has been well-signalled, but there remains a substantial gap between the US Federal Reserve's indication of the future path of rates and what the market is pricing in. An outcome closer to the Fed's guidance could be a significant shock.

"Fed Lift-Off Matters for Emerging Markets" is available from www.fitchratings.com or by clicking on the link above.