The interest rate environment
Impact of a Low Interest Rate Environment
... low interest rate environment are reinforced by steadily increasing risks on the political economy side – just to mention the notions of “fiscal dominance” and “financial repression” in combination ...
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Optimal exchange rate policy in a low interest rate environment
... exchange rate policy in a low interest rate envi- ronment, a phenomenon that has become prevalent, especially in several Asian economies and Japan after July ...low interest rate ...
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Optimal exchange rate policy in a low interest rate environment
... exchange rate policy in a low interest rate envi- ronment, a phenomenon that has become prevalent, especially in several Asian economies and Japan after July ...low interest rate ...
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Prospects for CTAs in a Rising Interest Rate Environment
... the interest rate ...policy environment in any one region should have a limited impact on a CTA with global exposure (though there can certainly be a spillover effect from policy shifts in the larger ...
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Charitable Giving in a Low Interest Rate Environment
... low interest rates impact the different types of charitable giving ...low interest rate ...Midterm Rate (CFMR), the greater the present value of the income interest and thus the lower ...
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The Effects of a Low Interest Rate Environment on Life Insurers
... sensitivities of longer maturities compared to shorter ones), where a protracted low interest rate environment would cause more damages than a sudden increase in interest rates would. However, ...
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Strategic asset allocation in a low interest rate environment
... 1.7. Low interest rate environment using the EWMA, being equal to the full-sample figure. This allows us to conclude that EWMA, both do not induce higher uncertainty in the estimation, and fulfill ...
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FIXED INCOME STRATEGIES FOR A RISING INTEREST RATE ENVIRONMENT
... Mortgage-backed securities are subject to credit risk and the risk that the mortgages will be prepaid, so that portfolio management may be faced with replenishing the portfolio in a possibly disadvantageous ...
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Longevity impact on life insurers in low interest rate environment
... low interest rate environment, and is preserved when the solvency capital or the pricing rule is adjusted to reflect the portfolio ...low interest rate levels, yet not even close to ...
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When to Refinance Mortgage Loans in a Stochastic Interest Rate Environment
... Stochastic Interest Rate Environment Siwei Gan, Jin Zheng, Xiaoxia Feng, and Dejun Xie Abstract—Refinancing refers to the replacement of an exist- ing debt obligation with another debt obligation to ...
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3 MARKET RISK MANAGEMENT IN A LOW INTEREST RATE ENVIRONMENT
... low interest rate ...model interest rate, resulting in a shadow rate ...shadow rate model on Danish government bond yields is described in Christensen, Nysteen, and Pedersen ...
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Low interest rate environment stock taking exercise 2014
... quantitative exercise in order to capture the scale, scope, and timing of the risks arising from a prolonged low interest rate environment. In this context, EIOPA decided to incorporate a low yield ...
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When to Refinance Mortgage Loans in a Stochastic Interest Rate Environment
... Stochastic Interest Rate Environment Siwei Gan, Jin Zheng, Xiaoxia Feng, and Dejun Xie Abstract—Refinancing refers to the replacement of an exist- ing debt obligation with another debt obligation to ...
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PROSHARES INTEREST RATE HEDGED BOND ETFS: Fixed income for a rising rate environment.
... low rate environment, investors in all types of bonds should be very wary of interest rate risk, even those who have turned to riskier high yield and investment grade corporate bonds to boost ...
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Dynamic Strategies for Net Income Generation in a Low Interest Rate Environment
... on interest rate derivatives to generate income. The low interest rate environment makes this question critical to public institutional investors and potentially their asset-liability ...
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Repercussions of a Sustained Low Interest Rate Environment on Life Insurance Products
... today’s interest rate environment than other ...current interest rate simply because of the enhanced compounding of the assumed ...
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Gauging the impact of a low-interest rate environment on German life insurers
... low-interest rate environment can have a destabilizing effect on life insurers under an admittedly adverse ...low interest rate would impact the insurance ...low-interest ...
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Finding income and managing risk in a near-zero interest-rate environment
... near-zero interest-rate environment Thinking beyond the “Agg” For retirement-plan participants, an increased exposure to fixed income often means adding more holdings based on the Barclays ...
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The Interest Rate Environment: Comparing High Yield Bonds and Bank Loans
... funds rate essentially zero, there is negligible latitude for a further rate reduction by the ...low interest rates; unconventional tools were required because traditional methods had been ...
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Wealth Transfer in a Rising Interest Rate Environment. Rates for Establishing Family Loans
... low-interest rate environment, combined with recent significant growth in valuations in certain asset classes such as equities, provides outstanding potential wealth transfer ...As interest ...
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