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丹麦银行 · 2026/09/04

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Danske Bank预计欧洲央行将在9月加息25个基点至2.50%,拉加德将避免提供前瞻性指引。该行预测利率将在2027年前保持在2.50%,认为市场对更高峰值的预期过度。他们预计员工预测将发出混合信号,核心通胀情景可能释放鸽派信号。

机构
丹麦银行
发布时间
2026/09/04
时间范围
2026-2027
关键数字:预期加息幅度 25个基点; 加息后存款利率 2.50%; 2026-2027年存款利率保持 2.50%; 中性区间上限 2.50%; 市场峰值利率定价 2027年3.00%
主要风险:上行风险:如果部分委员推动进入限制性区域,可能进一步加息。; 地缘政治紧张可能导致市场利率进一步上升,影响欧洲央行决策。; 核心通胀情景下调可能被视为鸽派,但如果供应冲击持续,可能被忽略。

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完整中文译文

本报告自第 3 页起包含重要披露和证明。https://research.danskebank.com 宏观研究 • 我们预计欧洲央行将在周四(10 月 25bp 日)加息 25bp 个基点,将存款利率上调至 2.50%,与市场共识和定价一致。• 我们预计拉加德将保留未来利率路径的全部选择权,不提供明确指引,从而限制市场反应。• 新的员工预测将发出混合信号,而核心通胀情景可能偏鸽派。我们预计欧洲央行将在周四(10 月 25bp 日)加息 25bp 个基点,将存款利率上调至 2.50%,与市场共识和定价一致。这一举措已通过近期管理委员会成员的评论和 7 月会议纪要得到充分预告。鉴于整体通胀率为 3.3%,增长接近潜在水平,通胀风险偏向上行,欧洲央行认为这一决定是明确的。相反,市场的关注点将集中在 9 月之后进一步收紧的信号上,我们认为这并非一目了然。我们预计拉加德将保留充分灵活性,为进一步收紧敞开大门,但不会预先承诺更多加息。在放弃前瞻指引后,她可能会重申欧洲央行的反应机制,而不是指明具体的利率路径。过去一个月,受美国与伊朗紧张局势再度升级的影响,市场利率大幅上升,短期定价暗示存款利率峰值将接近 2027 年的 3.00%。尽管我们认为这些预期过高,但我们并不预计拉加德会予以反驳,原因是通胀上行风险持续存在,且尽管金融环境收紧,增长前景依然稳健。根据 7 月会议纪要,部分管理委员会成员倾向于将利率提升至“轻微限制性区域”。由于 2.50% 的存款利率通常被视为中性区间(1.75% – 2.50%)的上限,不能排除再次加息的可能性,这对我们关于 9 月之后不再收紧的预测构成上行风险。然而,超越中性水平将是有意抑制需求,而非主要遏制中期通胀的上行风险。我们认为,能源价格向非能源通胀的传导缺失意味着欧洲央行无需进入限制性区域。欧洲央行本周的一篇博客文章指出,与 2022, 年不同,迄今为止能源供应仅占 2026 通胀事件的 90%,这证明了“更谨慎的货币政策应对”是合理的。因此,我们预计欧洲央行将在 2026 和 2027 年 9 月后将存款利率维持在 2.50%。4 年 9 月 2026 日 宏观高级分析师 Rune Thyge Johansen +45 40 26 04 37 rujo@danskebank.dk 利率策略高级分析师 Kirstine Kundby - Nielsen kigrn@danskebank.dk 欧洲央行预览:加息而非指引 能源产品以外未见价格上涨压力 资料来源:欧洲央行、Macrobond 尽管能源价格和利率上升,增长依然保持韧性 资料来源:Danske Bank

2 | 4年9月2026 https://research.danskebank.com 新的工作人员预测将发出混合信号,而核心通胀情景可能偏鸽派 新的工作人员预测可能对利率前景发出混合信号:增长可能被上调,核心通胀可能被下调,而整体通胀可能在2026年被下调,但在2027年被上调(见下表)。第二季度增长意外上行,最新的采购经理人指数(PMI)表明第三季度可能也会超出欧洲央行的预期。相比之下,夏季通胀一直弱于预期,反映出油价远低于基准假设,核心通胀走软,且没有能源价格向非能源价格传导的证据(见图表)。技术假设可能包括2027至28年油价略低,但天然气期货明显更高——这抬高了2027年的通胀预测。我们还将收到一套新的预测情景,重点关注核心通胀。为了解释能源冲击的规模,欧洲央行工作人员此前假设能源向核心通胀的传导强于标准模型弹性所暗示的水平。鉴于迄今几乎不存在传导,关键问题是这些假设是否会得到修正。核心通胀情景的下行调整将降低对中期通胀风险的评估,并可能是一个偏鸽派的信号。预期新工作人员预测将发出混合信号 资料来源:丹麦银行 石油期货低于6月份基准假设 资料来源:欧洲央行、丹麦银行、彭博 天然气期货显著高于6月份基准假设 资料来源:欧洲央行、丹麦银行、彭博

机构免责声明
3 | 4 September 2026 https://research.danskebank.com Disclosures This research report has been prepared by Danske Bank A/S (‘Danske Bank’). The author of this research report is Rune Thyge Johansen, Senior Analyst, and Kirstine Kundby-Nielsen, Senior Analyst . Analyst certification Each research analyst responsible for the content of this research report certifies that the views expressed in the research report accurately reflect the research analyst’s personal view about the financial instruments and issuers covered by the research report. Each responsible research analyst further certifies that no part of the compensation of the research analyst was, is or will be, directly or indirectly, related to the specific recommendations expressed in the research report. Regulation Danske Bank is authorised and regulated by the Danish Financial Services Authority (Finanstilsynet). Danske Bank is authorised by the Prudential Regulation Authority in the UK. 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AI 分析
由 AI 依据上文研报生成 · 非原文直译、非机构原话 · 重要判断请核对官网原文
关键论点
  • 欧洲央行将在2026年9月10日加息25个基点至2.50%,符合共识和市场定价。
  • 拉加德预计将保留选择余地,不提供明确指引,限制了市场反应。
  • 员工预测可能发出混合信号:增长上调,核心通胀下调,但2027年总体通胀因天然气期货而上升。
  • 由于能源传导缺乏,核心通胀情景可能下调,这可能是鸽派信号。
  • 欧洲央行不太可能进入限制性区域,因为能源冲击尚未波及整体通胀。
风险
  • 上行风险:如果部分委员推动进入限制性区域,可能进一步加息。
  • 地缘政治紧张可能导致市场利率进一步上升,影响欧洲央行决策。
  • 核心通胀情景下调可能被视为鸽派,但如果供应冲击持续,可能被忽略。