In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Implications for insurance capital requirements
The performance of the US dollar significantly diverged from relative rate spreads
What will higher interest rates mean for real estate? In the short term, the impact on real estate capitalization rates is likely to be minimal. It’s important to separate the impact of higher interest rates into short- and long-term effects.
Themes and implications from the Global Fixed Income, Currency & Commodities Investment Quarterly
This bulletin, written by Dr. David Kelly, addresses the impact that deflationary fears have had on the Fed's decision to postpone rate hikes.
Markets, economy, stocks, growth, global, fixed income, international, asset classes
This bulletin, written by Dr. David Kelly, addresses the Federal Open Market Committee meeting announcement on September 17.
The first rate rise in a decade was widely expected by markets.