18 min listen
Interest Rate RIsk for Insurers
ratings:
Length:
22 minutes
Released:
Apr 9, 2024
Format:
Podcast episode
Description
When rates recently spiked it surprised many with direct and indirect implications. The market value of bonds decreased, and the price of replacement parts for autos increased. There are three ways that insurers can be affected by higher rates. Looking at past events help to prepare for similar tail events in the future. By Max Rudolph.
Released:
Apr 9, 2024
Format:
Podcast episode
Titles in the series (33)
Moderately Adverse Conditions: We have generally used a continuation of the current environment as our base assumption. But now, with the encouragement of the NY DFS, that is being treated as worse than “Moderately Adverse” scenario. Insurers need to develop a robust set of stress... by Crossing Thin Ice