Illegal Activity
none
Blackmail
none
Date
2017-09-18
Document Type
report
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document is a report from Deutsche Bank analyzing long-term asset returns and potential financial crises. It examines various asset classes like HY, property, oil, and gold, using mean reversion assumptions to project future returns.
Metadata
- Subject
- Long-Term Asset Return Study: The Next Financial Crisis
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0084718
- Date
- 2017-09-18
Notable Quotes 2
Looking now at HY, we can see the potential real returns for USD HY assuming mean reversion over the next decade has dropped again since last year's study at +1.2% p.a. (+3.7% p.a. in nominal terms).
For property, using Robert Shiller's long-term data back to 1900, the asset class still appears expensive on a mean reversion basis. In nominal terms, our mean reversion suggests house prices could fall by just over 2% p.a. over the next decade, similar to what we showed in last year's study.
Financial Information
Amounts:+1.2%+3.7%+1.7%1%0.6%+1%2%
Assets:
- HY
- USD HY
- EUR HY
- IG
- property
- Oil
- Gold
- equities
Public Knowledge
- Context
- The analysis of asset returns and potential financial crises is a topic of interest to the public and media.
- Media Worthy
- Yes
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flow
People 1
Organizations 2
Deutsche Bank AGBloomberg
Locations 3
LondonUSEUR
Text Analysis
- Tone
- Analytical
- Purpose
- To analyze long-term asset returns and potential financial crises.
- Significance
- The document provides an analysis of potential real returns for various asset classes, including HY, property, oil, and gold, based on mean reversion assumptions.
File Info
- File Name
- EFTA01384483.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:32.741335
- DOJ Source
- View on DOJ