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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Guide to the Markets
Markets, economy, stocks, growth, global, fixed income, international, asset classes
Global Fixed Income Views 4Q 2019
Themes and implications from the Global Fixed Income, Currency & Commodities Investment Quarterly
EU Referendum
What investors should consider
2019 Insurance Outlook
The key political, macro and credit risks that insurers may want to address in 2019.
Sterling in the context of Brexit
Brexit outcome
Beyond today's equity market
Is the gap closing between US equity returns and the rest of the world’s?
What gets measured gets managed
Measuring book yield correctly
Alternative risk premia in DC plans
In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.
ESG in fixed income
How do your peers embed ESG into portfolios?