Spread-Implied Ratings: Implications for insurance capital requirements
In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
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What if we live in a low-return world? Implications for pension funds
Explores how institutional investors should reconfigure portfolio allocations/strategies in a world of low returns.
Eye on the Market 2016 Outlook - Planet of the Aches
Michael Cembalest discusses the aches and pains constraining growth around the world, the severity of these ailments, and the degree of contagion from emerging to developed economies.
Eye on the Market 2016 Outlook - Key Topics
Learn about the important topics covered in the Outlook and their potential impact on broader markets. Michael Cembalest touches on topics including: the global banking system, oil markets, the credit risk of US states and credit market liquidity.
Fixed income assumptions
What are the bright spots in fixed income?
Corporate EMD belongs in core fixed income portfolios
Scott McKee, Emerging Markets Corporate Bond portfolio manager, explores the opportunity set in corporate EMD
Are tailwinds the new headwinds for bonds?
Bill Eigen, CIO of Absolute Return and Opportunistic Fixed Income Investing, explains today’s fixed income markets.
EU Referendum
What investors should consider
What if we live in a low-return world? Implications for pension funds
Bond yields remain at or near historic lows around the world, leading to a substantial increase in the value of pension plan liabilities.
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