主题：【讨论】FT的最近两则关于美国的报道 -- 联储主席
duration neutral only work for vanilla asset and vanilla liab.
For insurance company, the policyholder carry two embedded options against company.
1. guarantee rate, with will have much higher value for policyholder in extended period of low interest rate.
2 surrender in interest rate spike period.
Two scenarios will hurt insurer. (1) extended period of low interest rate. (2) interest rate spike.
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🙂【讨论】FT的最近两则关于美国的报道 52 联储主席 字2863 2012-03-04 22:15:19
🙂何止退休基金? 再过几年, 保险公司也很悬! 3 大漠孤烟远 字287 2012-03-06 22:01:40
🙂不是这样算的... puma2011 字440 2012-03-07 11:00:08
🙂duration neutral not work
🙂well, not sure i fully agree puma2011 字317 2012-03-07 22:44:16
🙂how about Manulife? parishg 字136 2012-03-10 17:55:29
🙂我年轻的美国同事 3 井底望天 字166 2012-03-06 05:08:39
🙂井大，对地产的影响有点看不懂 3 联储主席 字252 2012-03-06 13:19:48