In this paper, we (1) discuss the key considerations for insurers when allocating to alternatives and (2) make the case for core alternatives strategies.
We emerged with a cautious near-term view from our latest quarterly strategy meeting in early September. In our base case scenario, the global economy is expected to narrowly avoid recession and continue to grow, albeit much more slowly.
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.
Themes and implications from the Global Fixed Income, Currency & Commodities Investment Quarterly
Pension Pulse Summer 2019
Our view over the past few quarters has been that EURUSD should be rangebound, as the cyclical outperformance of the US economy is offset by the eurozone’s relatively better balance of payments position.
Pension Pulse Spring 2019