This paper examines the U.S. commercial mortgage loan (CML) market and U.S. insurers’ investments in CMLs.
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.
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.
EURUSD should be rangebound
This bulletin, written by Dr. David Kelly, addresses the Federal Open Market Committee meeting announcement on September 17.
David Kelly, the Fed, interest rates
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Full report detailing JPM's long-term capital market return assumptions for 2013