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
Updated each quarter, the Guide to the Markets illustrates a comprehensive array of market and economic trends and statistics.
Implications for insurance capital requirements
Themes and implications from the Global Fixed Income, Currency & Commodities Investment Quarterly
This paper examines the U.S. commercial mortgage loan (CML) market and U.S. insurers’ investments in CMLs.