The report discusses future returns based on mean reversion, focusing on long-term returns data from bonds and equities across global markets. It updates the annual mean reversion exercise, primarily US-centric, but includes EUR and GBP credit. The report provides potential future returns of various asset classes if they revert to long-term average valuations, serving as a relative value guide.
doj/DataSet10/EFTA01384482.pdf
{"title":"IR September 2017 Long-Term Asset Return Study; The Next Financial Crisis","document_date":"September 2017","document_type":"financial","key_locations":["London"],"document_subtype":"financial report","key_organizations":["Deutsche Bank AG"],"reference_numbers":["DB-SDNY-0084715","SDNY_GM_00230899","EFTA01384482"]}