Iran War Could Cause A Stagflation Nightmare (Yes, Really) | Sovereign Debt Expert Lupin Rahman

Monetary Matters Network
Monetary Matters NetworkMar 27, 2026

Why It Matters

A sustained Hormuz closure would compress global growth while keeping inflation high, creating a rare stagflation environment that could erode returns on traditional safe‑haven assets and reshape sovereign‑debt allocations worldwide.

Key Takeaways

  • Middle East tensions could trigger prolonged Hormuz closure, spurring stagflation.
  • Sovereign debt risk hinges on both repayment ability and political willingness.
  • Emerging markets rely heavily on hard‑currency reserves to service dollar debt.
  • Central‑bank independence in many EMs reduces correlation with U.S. Fed moves.
  • Investors need excess risk premium for thin liquidity in frontier sovereign bonds.

Summary

The episode centers on Lupin Rahman’s warning that a prolonged closure of the Strait of Hormuz, sparked by the Iran‑Israel conflict, could unleash a stagflationary shock for energy‑importing economies and reshape sovereign‑debt markets.

Rahman explains that the dominant risk is no longer U.S. Treasury yields but geopolitical supply disruptions that generate a growth shock larger than the inflation spike. He distinguishes sovereign credit risk into two dimensions—ability to pay, measured by fiscal balances and reserve buffers, and willingness to pay, driven by political calculations and legal constraints such as the absence of a sovereign bankruptcy code.

He cites Brazil’s high real rates and the broader move of investment‑grade emerging markets toward local‑currency issuance—now over 70 % of IG debt—to illustrate how central‑bank independence is decoupling EM assets from Fed policy. The discussion also highlights the commodity cycle’s influence and the thin liquidity that forces investors to demand extra risk premia.

For investors, the message is clear: longer Hormuz shutdowns will force a reassessment of duration and liquidity in sovereign portfolios, prioritize assets with strong reserve positions, and price in higher premiums for frontier bonds. Diversification away from U.S. Treasuries toward resilient sovereigns could become a defensive necessity.

Original Description

Learn More About Unlimited HFGM Global Macro ETF $HFGM: https://unlimitedetfs.com/hfgm
Former Head of Sovereign Credit at PIMCO Lupin Rahman joins Jack to discuss sovereign debt and its peculiarities. She explains why its technicals can differ significantly from fundamentals, the growth of emerging market debt, and risks to consider when investing in these assets. Jack and Lupin also discuss the important conflict in the Middle East and what it means for markets across the world. As an expert in both sovereign debt and emerging markets, Lupin is an important voice to consider when assessing global fixed income markets. Recorded on March 16th, 2026.
Lupin Rahman’s Book https://www.amazon.com
Follow Jack Farley on Twitter https://x.com/jackfarley96
Follow Lupin Rahman on LinkedIn https://www.linkedin.com/in/lupin-rahman/
Follow Monetary Matters on:
Apple Podcasts https://rb.gy/s5qfyh
Timestamps
00:00 Intro
00:48 HFGM Preroll
01:21 Sovereign Debt vs. Corporate Debt
04:49 Currency Risk
18:31 Investor Base of Emerging Market Debt
26:37 Emerging Market Debt Yields
30:23 The War in the Middle East
40:26 HFGM Midroll
42:42 IMF and the World Bank
49:29 Debt from Low Income Countries
54:27 Overvalued/Undervalued EM Debt
01:02:18 Lupin’s Book
01:03:17 HFGM Endroll

Comments

Want to join the conversation?

Loading comments...