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Renewal Gap
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01-04-2013, 01:51 PM,
(This post was last modified: 01-04-2013, 01:52 PM by jesse.)
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RE: Renewal Gap
VHB, here is the renewal gap for 1,3, and 5 years taken from the data sources you have used on the past (over at mohican's blog).
You can see that 2012 saw the 3 year renewal gap return to around 0. The 5 year, as you mentioned, is going to have large negative IRD for most of 2013, assuming rates remain at current levels.
Frustration is a leading indicator
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Renewal Gap - by VHB - 01-04-2013, 12:46 PM
RE: Renewal Gap - by jesse - 01-04-2013, 01:51 PM
RE: Renewal Gap - by VHB - 09-05-2013, 02:58 PM
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