Journal Article

Derivatives and Collateral at U.S. Life Insurers

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.

Keywords: Life insurance; derivatives; over-the-counter;

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Bibliographic Information

Provider: Federal Reserve Bank of Chicago

Part of Series: Economic Perspectives

Publication Date: 2015

Issue: Q I

Pages: 21-37