Themes and implications from the most recent Global Fixed Income, Currency & Commodities Investment Quarterly
Themes and implications from the Global Fixed Income, Currency & Commodities Investment Quarterly
What are the implications of quantitative tightening for the global bond market?
J.P. Morgan 2019 LTCMA Fixed Income Assumptions
Emerging market debt is underpinned by a solid fundamental backdrop, but the local index is at all-time tights. A differentiated approach seems warranted.
A new way to think about core alternatives: 5%, 7%, 9%
The Bank of Japan has reacted to a persistently flat yield curve As demand for duration sendsby adjusting its Rinban operations and by signalling that a potential rate cut is around the corner. But will these attempts to steepen the curve be sustainable?
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