Centro de Documentacion de Fundación MAPFRE - Duration risk : an antidote for new-year financial market optimism

MAP20210002441

Duration risk : an antidote for new-year financial market optimism / Patrick Saner, Jonas Hartmann. — Zurich : Swiss Re Institute, 2021

2 p. . — (Economic insights ; Issue 2/2021)

Sumario: Global financial markets signal a positive outlook for 2021. Yet investors should not be complacent as the interest rate sensitivity, or duration risk, embedded in fixed income and equities is the highest in about two decades. This leaves assets vulnerable to interest rate shocks and insurance asset portfolios at risk of higher volatility. Improving underwriting margins should remain in focus

1. Perspectivas económicas . 2. Coyuntura económica . 3. Impacto económico . 4. Recuperación económica . 5. Mercados financieros . I. Hartmann, Jonas . II. Swiss Re Institute . III. Economic insight . IV. Title.