The Optimal Interest Rate Scenario, Until Now

When I was running cashflow tests for life insurers, there was one scenario that was among the best for most insurers (life or otherwise). The optimal scenario was a slow protracted rise in interest rates, say 1/2% per year for 10 years, or flat (no change). Yes, with the slow rise, there will be unrealized [...] View the full post at: The Optimal Interest Rate Scenario, Until Now Related posts: Banks May Face Billions In Losses On European Interest Rate Trades Coordinated Interest Rate Cuts – Too Little, Too Late? An Auction-Rate Pig by Any Other Name is Still a Pig