Markets, economy, stocks, growth, global, fixed income, international, asset classes
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.
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The arrival of the bond bear market, continued normalizing of monetary policy and need to finance expanding U.S. budget deficits, long-term rates are set to rise.
Learn more about J.P. Morgan’s views on fixed income, the economy and markets.
This paper examines the U.S. commercial mortgage loan (CML) market and U.S. insurers’ investments in CMLs.
In this paper, we assess the potential risks associated with such a strategy by stressing capital requirements using spread-implied ratings.
Bill Eigen, CIO of Absolute Return and Opportunistic Fixed Income Investing, explains today’s fixed income markets.
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.
Since the financial crisis, for a relatively liquid investment CLOs consistently have had the highest spreads net of capital costs for US life insurers.