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Fixed income strategies of insurance companies and pension funds

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  • Bank for International Settlements
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    Abstract

    Insurance companies and pension funds are at the intersection of major developments. Having weathered the financial crisis, they now face important changes in international regulation and accounting standards. At the same time, their business models and balance sheets remain exposed to the low-interest rate environment. Against this backdrop, the present report examines how life insurance companies and pension funds might alter their investment strategies and asset allocations, and assesses the likely consequences for market functioning and funding of various economic sectors arising from such changes.

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    Bibliographic Info

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    This book is provided by Bank for International Settlements in its series CGFS Papers with number 44 and published in 2011.

    ISBN: 92-9131-880-9
    Handle: RePEc:bis:biscgf:44

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. John Geanakoplos, 2009. "The Leverage Cycle," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1715, Cowles Foundation for Research in Economics, Yale University.
    2. Schludi, Martin, 2005. "The Reform of Bismarckian Pension Systems," University of Chicago Press Economics Books, University of Chicago Press, edition 0, number 9789053567401, 01-2013.
    3. Barbara Casu & Claudia Girardone, 2009. "Integration and Efficiency in EU Banking Markets," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum.
    4. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Chapters, National Bureau of Economic Research, Inc, in: Market Institutions and Financial Market Risk National Bureau of Economic Research, Inc.
    5. Bank for International Settlements, 2007. "Institutional investors, global savings and asset allocation," CGFS Papers, Bank for International Settlements, Bank for International Settlements, number 27, July.
    6. Guillaume Plantin & Jean-Charles Rochet, 2007. "Introduction to When Insurers Go Bust: An Economic Analysis of the Role and Design of Prudential Regulation
      [When Insurers Go Bust: An Economic Analysis of the Role and Design of Prudential Regulat
      ," Introductory Chapters, Princeton University Press, Princeton University Press.
    7. repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
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