In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Updated each quarter, the Guide to the Markets illustrates a comprehensive array of market and economic trends and statistics.
Michael Cembalest analyzes the performance of over 6,700 domestic and international active equity managers, and discusses the challenges they face outperforming at a time of markets distorted by quantitative easing.
Implications for insurance capital requirements
Discover why US stocks consistently outperform their European counterparts in the post-crisis period with a comparitive look at tech & financial sectors.
The outperformance of US stocks relative to European counterparts has been one of the defining characteristics of equity markets in the post-crisis period. This piece highlights how two sectors—technology and financials—have played a key role in driving
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.