This paper examines the U.S. commercial mortgage loan (CML) market and U.S. insurers��� investments in CMLs.
Daily comprehensive market and economic trends through clear and compelling charts.
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.
Implications for insurance capital requirements