CAPITAL MARKETS SPECIAL REPORTS INDEX




 
1/20/17 Post-Crisis Financial System Reform: Impact on the U.S. Insurance Industry in the Evolving Regulatory Landscape
1/18/17 U.S. Insurer Invested Asset Other-Than-Temporary Impairments as of Year-End 2015
12/08/16 Capital Markets Update: Fall 2016
11/28/16 A Perspective on U.S. Insurers' Mortgage and Unaffiliated Real Estate Investments as of Year-End 2015
11/11/16 Year-End 2015 Foreign Exposure in the U.S. Insurance Industry
9/13/16 U.S. Insurer Exposure to the Federal Home Loan Banking System as of Year-End 2015
9/09/16 U.S. Insurance Industry Year-End 2015 Exposure to Securities Lending and Repurchase Agreements and Regulatory Update
8/24/16 Capital Markets Update: Mid-Year 2016
7/29/16 Update on the U.S. Insurance Industry's Exposure to the Financial Sector
7/19/16 U.S. Insurer Exposure to U.S. Common Stock as of Year-End 2015
6/06/16 U.S. Insurance Industry Cash and Invested Assets at Year-End 2015
6/02/16 Interest Rate Impact on Fair Value of U.S. Insurer Investments
5/05/16 Credit Derivative Index Products: An Overview and Their Role in Insurer Investment Portfolios
4/19/16 U.S. Insurers’ Role in the Investment Ecology
4/4/16 Diverging Economies and Correlated Markets: The Impact of Economic Trends and Capital Flows on the Global Investment Landscape
3/31/16 Capital Markets Update: First Quarter 2016
3/4/16 U.S. Insurer Exposure to Schedule BA (Other Long-Term Invested Assets): Focus on Private Equity, Hedge Funds and Real Estate
1/26/16 Analysis of the U.S. Insurance Industry’s Exposure to Below-Investment Grade Investments
1/21/16 Year-End 2014 Foreign Exposure in the U.S. Insurance Industry
12/1/15 The Evolution of Investment Portfolio Asset Allocations in Small U.S. Insurers
11/24/15 U.S. Insurer Exposure to Agency Direct Debt and Agency-Backed Residential Mortgage-Backed Securities
11/17/15 Capital Markets Update: Fall 2015
8/26/15 Developments in the Derivatives Markets with Respect to Hedging Costs and Practices in the U.S. Insurance Industry
8/11/15 Capital Markets Update: Mid–2015
8/7/15 Update on the Insurance Industry's Use of Derivatives and Exposure Trends
7/2/15 Are Insurers Reaching for Yield in the Low Interest Rate Environment?
6/22/15 Year-End 2014 Insurance Industry Investment Portfolio Asset Allocations
5/8/15 U.S. Insurance Industry Third-Party Investment Management
4/28/15 Stock vs. Mutual Insurance Companies
3/25/15 Capital Markets Activity in Early 2015
3/20/15 U.S. Municipal Bond Ratings Remain Stable Despite Turmoil
2/27/15 The Current Oil Shock: Modest Impact on Insurance Industry Investment Portfolios
2/12/15 U.S. Insurance Industry Exposure to the Financial Sector in 2014
2/5/15 Insurance Industry Year-End 2013 Exposure to Mutual Funds
12/19/14 Year-End 2013 Update to the Insurance Industry’s Exposure to Commercial Real Estate
12/5/14 Update on U.S. Insurance Industry Exposure to Securities Lending and Repurchase Agreements
11/11/14 Retrospective on Market Activity and Volatility in 2014
9/30/14 The Development of Capital Market Alternatives and Its Impact on the Reinsurance Industry
9/11/14 Investment Strategies and Return on Invested Assets
9/5/14 Year-End 2013 Foreign Exposure in the U.S. Insurance Industry
8/13/14 Capital Markets Activity – Mid-March Through Early August 2014
7/15/14 2013 Year-end Update to the Insurance Industry’s Derivatives Exposure
6/26/14 Quantifying Market Risk: Duration and Convexity
6/3/14 U.S. Insurance Industry Exposure to Collateralized Loan Obligations & Market Trends
5/16/14 A Review of U.S. Insurance Company Holdings of Consumer/Commercial Asset-Backed Securities
5/6/14 Year-end 2013 Insurance Industry Investment Portfolio Asset Mixes
3/25/14 Market Volatility – So Far in 2014
3/7/14 New Issuance of Corporate Bonds and U.S. Insurer Corporate Bond Portfolios
2/14/14 U.S. Insurance Industry Exposure to Emerging Markets
12/10/13 Market Volatility – Fall 2013 Update
11/19/13 U.S. Insurance Industry’s Exposure to Short-term (Schedule DA) Assets
10/23/13 Insurance Industry’s Derivatives Exposure at Year-End 2012
9/24/13 Update on Insurance Industry Investment Portfolio Asset Mixes
8/20/13 Market Volatility Update: March 2013 to Mid-August 2013
8/09/13 Insurance Company Holdings of Equities: A Detailed Review
7/24/13 Addendum – Municipal Bond Exposure in the U.S. Insurance Industry: City of Detroit Bankruptcy
7/23/13 U.S. Insurance Industry’s Exposure to Credit Tenant Loans and Equipment Trust Certificates
7/9/13 Modeling of US Insurance Industry’s Holdings in Non-Agency Mortgage-Backed Securities
7/1/13 Update on Municipal Bonds Held by the U.S. Insurance Industry
5/21/13 The Trajectory of Interest Rates and Its Impact on the Market Value of the U.S. Insurance Industry’s Bond Portfolio
5/9/13 U.S. Government-Related and Foreign Government Debt Holdings Within the U.S. Insurance Industry
4/5/13 U.S. Insurance Industry’s Investment Exposure to the Financial Sector
3/28/13 Market Volatility Update: November 2012 to March 2013
3/6/13 U.S. Insurance Company Asset Liquidity
1/31/13 Foreign Exposure in the U.S. Insurance Industry – Update
1/9/13 An Update of the Insurance Industry’s Derivatives Exposure
12/20/12 The Insurance Industry’s Exposure to Commercial Mortgage Lending and Real Estate:
A Detailed Review of the Life Insurance Industry’s Commercial Mortgage Loan Holdings
(Part II)
12/14/12 The U.S. Insurance Industry’s Exposure to the Federal Home Loan Banking System
12/07/12 Part 2 of 2: U.S. Insurance Industry Investment Acquisitions and Dispositions – Continued - “Reaching for Yield” Analysis
11/16/12 Residential Mortgage-Backed Securities and the “To-Be-Announced” (TBA) Market
11/8/12 Market Volatility: The Impact of Hurricane Sandy on the Financial Markets
10/26/12 The Insurance Industry’s Exposure to Commercial Mortgage Lending and Commercial Real Estate Investments: An Overview (Part I)
9/18/12 Part 2 of 2: Mortgage Loan and MBS Market Trends and Relative Insurance Industry Exposure – Commercial
8/24/12 Part 1 of 2: Insurance Industry Investment Acquisitions and Dispositions – Reaching for Yield?
8/9/12 Part 1 of 2: Mortgage Loan and MBS Market Trends and Relative Insurance Industry Exposure – Residential
7/12/12 Potential for Volatility in U.S. Insurer Holdings of Commercial Mortgage-Backed Securities
6/26/12 Modeling of U.S. Insurance Industry’s Holdings in Commercial Mortgage-Backed Securities
6/22/12 Market Value Volatility Update: Trends for the First Half of 2012
6/11/12 U.S. Insurance Industry CDO/CLO Update
6/1/12 Modeling of U.S. Insurance Industry’s Holdings in Residential Mortgage-Backed Securities
5/4/12 A Comprehensive Overview of the Insurance-Linked Securities Market
4/27/12 Schedule BA – Private Equity and Hedge Funds
4/11/12 Potential for Volatility in U.S. Insurer Holdings of Residential Mortgage-Backed Securities
4/6/12 Investment Portfolios of Reinsurers Within the U.S. Insurance Industry
2/14/12 Implications of the Financial Turmoil in Europe on Currency Exposure
1/24/12 Price Volatility Among European 10-year Government Bonds
1/12/12 Repurchase Agreements, Dollar Repurchase Agreements and Reverse Repurchase Agreements in the Insurance Industry
1/3/12 Recent Municipal Bond Capital Market Developments and Noteworthy 2010 Municipal Bond Allocation Changes by the U.S. Insurance Industry
12/2/11 European Bailout Mechanisms: What They Are, the Agencies Involved and Affected Exposure within the U.S. Insurance Industry
11/18/11 Insurance Companies’ Highly Controlled Use of Derivatives Has Also Resulted in Protection from the Rogue Trader Problem
10/28/11 Update to Market Value Volatility in 2011: Trends Over the Past Three Months and Their Impact on the Insurance Industry
10/21/11 Insurance Company Investment in Money Market Funds
10/14/11 Foreign Exposure in the Insurance Industry
9/23/11 Analysis of Schedule BA: The Insurance Industry’s “Other Long-term Invested Assets”
8/26/11 Insurance Asset Management: Internal, External or Both?
8/19/11 Analysis of Insurance Industry Investment Portfolio Asset Mixes
8/5/11 Market Value Volatility in 2011. Short term Trends That May Impact Insurance Industry Investment Performance
8/3/11 The Insurance Industry’s Exposure to U.S. Government Investments
7/29/11 Residential Mortgage-Backed Securities and the U.S. Insurance Industry
7/22/11 Securities Lending in the Insurance Industry – Part 2: Securities Lent
7/15/11 The Insurance Industry and Hedging with Derivative Instruments
7/8/11 Securities Lending in the Insurance Industry
6/24/11 Insights into the Insurance Industry’s Credit Default Swaps Exposure
6/10/11 Insights into the Insurance Industry’s Derivatives Exposure
6/3/11 Insurance Industry Holdings in Countries Recently Noted as Facing Financial Difficulties
5/27/11 Global Structured Finance Rating Trends and Default Rates
5/26/11 U.S. Corporate Bond Default and Recovery Rates: Impact on Related Insurance Company Investments
5/20/11 Financial Institutions Exposure of U.S. Insurance Company Investments
5/6/11 Foreign Currency Exposure of U.S. Insurance Company Investments
4/29/11 The Insurance Industry's Investments in Residential Mortgage-Backed Securities
4/22/11 The Treasury Yield Curve and Its Impact on Insurance Company Investments
4/15/11 High Oil and Gas Prices: How Will They Affect Insurance Company Investments?
4/8/11 Modeling of Insurers' CMBS Holdings for Year-End 2010
4/1/11 Continuing Concerns for the Housing Market and Residential Mortgage-Backed Securities
3/25/11 Credit Spreads Expected to Tighten for Corporate Bonds in 2011
3/18/11 Insurance Company Investments in Japan
3/11/11 Issues and Challenges in Reforming the U.S. Housing Finance Market
3/4/11 CMBS Market Showing Signs of Life Despite High Delinquency Rate
2/25/11 Changes in Sovereign Yield Spreads Over Time: U.S., Germany and the Euro Zone
2/18/11 Insurance Company CDO Exposure
2/11/11 VIX: Betting on Tomorrow
2/4/11 Insurance Linked Securities: Recovering Slowly After the Crisis