In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Markets, economy, stocks, growth, global, fixed income, international, asset classes
Updated each quarter, the Guide to the Markets illustrates a comprehensive array of market and economic trends and statistics.
A couple of key trends in capital flows suggest the role of euro funding is growing, and we outline the near-term implications for currency markets.
Implications for insurance capital requirements
A new way to think about core alternatives: 5%, 7%, 9%
We raised the probability of Recession to 55% after virus-induced shocks, oil prices’ collapse and violent market volatility. We are de-risking, adding very high quality duration, while expecting credit markets to cheapen and reserve currencies to do well
The impact and opportunity of market volatility for private equity
In this article, we (1) discuss the key considerations for insurers when allocating to alternatives and (2) make the case for core alternatives strategies, which can provide stable income and low total return volatility.
What's going on in the world of late cycle investing, unicorn IPOs, and growth in the private equity market?