Potential investment implications of IFRS 9 on bond and equity investment strategies like hedge accounting and derivatives.
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.
Bill Eigen, CIO of Absolute Return and Opportunistic Fixed Income Investing, explains today���s fixed income markets.
Since the financial crisis, for a relatively liquid investment CLOs consistently have had the highest spreads net of capital costs for US life insurers.
Markets, economy, stocks, growth, global, fixed income, international, asset classes
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.
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.