Incorporating Environmental, Social & Governance
In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Markets, economy, stocks, growth, global, fixed income, international, asset classes
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.
Themes and implications from the Global Fixed Income, Currency & Commodities Investment Quarterly
Implications for insurance capital requirements
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.
The current U.S. earnings growth downcycle has been largely consistent with the recent deterioration in macroeconomic momentum.
Key findings from the Multi-Asset Solutions Strategy Summit