In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.
In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
The S&P 500 could hit 10,000 by the mid-2030s
Inside Insurance provides a regular round up of the key trends in the insurance market, as observed by the Global Insurance Solutions Strategy & Analytics team.
Learn how J.P. Morgan creates customized plans to help clients implement a liability driven investment (LDI) strategy.
The authors discuss sustainable investing, highlighting why there is not trade-off between a focus on sustainability and the maximisation of profit.
Reaching for yield, which we define as buying bonds with wider spreads after controlling for sector and rating impacts, is a topic that frequently arises in the life insurance industry.
In evaluating climate risk in a potential equity investment, we consider both the physical aspects of climate change and the implications of the ongoing energy transition to a low carbon economy.
What investors should consider
Bond yields remain at or near historic lows around the world, leading to a substantial increase in the value of pension plan liabilities.