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Author:McMenamin, Robert 

Newsletter
How liquid are U.S. life insurance liabilities?

This article describes the liquidity of various life insurance products and provides a measure that can be used to characterize the liquidity of the liabilities of the industry as a whole or of a particular firm.
Chicago Fed Letter , Issue Sep

Newsletter
What do U.S. life insurers invest in?

Researchers at the Chicago Fed Insurance Initiative are analyzing the role that the insurance industry plays in financial markets and the economy as a whole. This article presents an overview of life insurers? financial asset holdings, the industries they invest in, and how the value of their investments would change if there was a large negative shock to asset values.
Chicago Fed Letter , Issue Apr

Journal Article
The sensitivity of life insurance firms to interest rate changes

The authors examine the interest rate risk of life insurers by estimating the sensitivity of their stock returns to changes in the return on bonds over a time frame that includes a relatively calm period before the recent financial crisis, the financial crisis itself, and the recent period of low interest rates. They find that when bonds increase in value (that is, when interest rates fall), stocks of large insurance firms decrease in value more than those of their smaller counterparts.
Economic Perspectives , Volume 37 , Issue Q II , Pages 47-78

Newsletter
Why aren't banks lending more? the role of commercial real estate

Since August 2007, the U.S. and global financial markets have endured the worst crisis since the Great Depression, accompanied by a deep economic recession. At the height of the crisis, whole segments of financial markets froze and market participants hesitated to engage in transactions with even the most creditworthy counterparties.
Chicago Fed Letter , Issue Dec

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Rosen, Richard J. 3 items

Paulson, Anna L. 2 items

Plestis, Thanases 2 items

Agarwal, Sumit 1 items

Berends, Kyal 1 items

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