In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Using our 2019 Long-Term Capital Markets Assumptions and our estimate of the average current pension profile, we projected forward the buyout position of the average UK pension scheme.
Markets, economy, stocks, growth, global, fixed income, international, asset classes
Our view over the past few quarters has been that EURUSD should be rangebound, as the cyclical outperformance of the US economy is offset by the eurozone���s relatively better balance of payments position.
Implications for insurance capital requirements
In the wake of the Global Financial Crisis, all eyes are on dynamic, responsive funding strategies that can deliver long-term goals in a risk-aware way.
EURUSD should be rangebound
We further discuss how institutional investors can protect their portfolios from late cycle headwinds and rising volatility so that they can be positioned for long-term success.
The paper discusses the pportunities and risks that institutions should consider when investing in China���s A-Share and private equity markets.