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How liquid are U.S. life insurance liabilities?

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Abstract

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.

Suggested Citation

  • Robert McMenamin & Zain Mohey-Deen & Anna L. Paulson & Richard J. Rosen, 2012. "How liquid are U.S. life insurance liabilities?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Sep.
    • Handle: RePEc:fip:fedhle:y:2012:i:sep:n:302
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    File URL: http://www.chicagofed.org/digital_assets/publications/chicago_fed_letter/2012/cflseptember2012_302.pdf
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    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. FSOC and Systemic Risk: Treasury's Report
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-11-20 20:14:14
    2. Taking the **Sock** out of FSOC
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-10-29 12:24:21

    Citations

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    Cited by:

    1. Ralph S.J. Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
    2. Ralph S. J. Koijen & Motohiro Yogo, 2021. "The evolution from life insurance to financial engineering," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 89-111, September.
    3. David A. Price & John R. Walter, 2016. "Private Efforts for Affordable Mortgage Lending Before Fannie and Freddie," Economic Quarterly, Federal Reserve Bank of Richmond, issue Q4, pages 321-351.
    4. David Musto & Greg Nini & Krista Schwarz, 2018. "Notes on Bonds: Illiquidity Feedback During the Financial Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2983-3018.
    5. victor Lyonnet, 2018. "Asset-liability management in life insurance: Evidence from France," Working Papers 2018-12, Center for Research in Economics and Statistics.
    6. Alberto Dreassi & Stefano Miani & Andrea Paltrinieri & Alex Sclip, 2018. "Bank-Insurance Risk Spillovers: Evidence from Europe," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(1), pages 72-96, January.

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