5 Things to Know About the New Triangular Annuity Issuer Paper, for Agents
March 4, 2020 by Allison Bell
Nathan Foley-Fisher is back with another paper about what he believes to be the large, little-understood risk inside the investment operations of U.S. life insurers that issue annuities.
Foley-Fisher has teamed up with two colleagues in the Research and Statistics Division of the Federal Reserve Board, Nathan Heinrich and Stéphane Verani, to write “Capturing the Illiquidity Premium,” a look at U.S. life insurers in commercial mortgage loans, collateralized loan obligations (CLOs), and other forms of private debt.
Foley-Fisher is also the co-author of another paper about investment risk at U.S. life insurers, “Assessing the Size of the Risks Posed by Life Insurers’ Non Traditional Liabilities.”
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