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Derivatives and Collateral at U.S. Life Insurers

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Abstract

Although insurers represent a relatively small part of the derivatives markets, they are an interesting case study, in part because they report very detailed information about their derivatives positions and associated collateral in quarterly regulatory filings. The authors exploit these data to study how derivatives are used by insurers and analyze the likely impact of regulatory reforms on their business models.

Suggested Citation

  • Kyal Berends & Thomas B. King, 2015. "Derivatives and Collateral at U.S. Life Insurers," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q I, pages 21-37.
    • Handle: RePEc:fip:fedhep:00011
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    Citations

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    Cited by:

    1. Alexandra de Jong & Alin Draghiciu & Linda Fache Rousová & Alessandro Fontana & Elisa Letizia, 2019. "Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions," EIOPA Financial Stability Report - Thematic Articles 16, EIOPA, Risks and Financial Stability Department.
    2. Ralph S.J. Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
    3. Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
    4. Antonio Rodriguez‐Lopez, 2021. "Liquidity and the International Allocation of Economic Activity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 789-830, May.
    5. Pei Cheng Yu & Stephane Verani, 2020. "What's Wrong with Annuity Markets?," Discussion Papers 2020-10, School of Economics, The University of New South Wales.

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