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
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.
David Kelly, the Fed, interest rates
Investors are beginning to gravitate to global real assets���real estate, infrastructure, transport and natural resources
Learn how J.P. Morgan creates customized plans to help clients implement a liability driven investment (LDI) strategy.
Market sentiment towards the Chinese currency has shifted significantly
The performance of the US dollar significantly diverged from relative rate spreads.