In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.
In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Learn more about J.P. Morgan’s views on fixed income, the economy and markets.
Themes and implications from the Global Fixed Income, Currency & Commodities Investment Quarterly
The key political, macro and credit risks that insurers may want to address in 2019.
Bond yields remain at or near historic lows around the world, leading to a substantial increase in the value of pension plan liabilities.
David Kelly, the Fed, interest rates