主题：【讨论】FT的最近两则关于美国的报道 -- 联储主席
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i agree that there are embedded options sold to the policyholders if the policy is cancellable and with a guaranteed rate.
However, it is common practice and relaively cheap to hedge these embedded options with swaptions. Overall, insurance companies are relatively safe unless they are doing crazy things like AIG.
- 相关回复 上下关系8
🙂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 大漠孤烟远 字399 2012-03-07 20:20:07
🙂well, not sure i fully agree
🙂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
🙂数据有点不太对吧？ 9 牧羊犬 字569 2012-03-07 10:14:23