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Macroprudential Solvency Stress Testing of the Insurance Sector
Jobst, Andreas A. - 2014
work. Recently, more emphasis has also been placed on the role of insurance for financial stability analysis. This paper … reviews the current state of system-wide solvency stress tests for insurance based on a comparative review of national … consistent implementation of such exercises. The paper also offers recommendations on improving the current insurance stress …
Persistent link: https://www.econbiz.de/10014411441
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Possible unintended consequences of Basel III and Solvency II
Al-Darwish, Ahmed; Hafeman, Michael; Impavido, Gregorio; … - 2011
Persistent link: https://www.econbiz.de/10009423195
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Possible Unintended Consequences of Basel III and Solvency II
International Monetary Fund - 2011
In today''s financial system, complex financial institutions are connected through an opaque network of financial exposures. These connections contribute to financial deepening and greater savings allocation efficiency, but are also unstable channels of contagion. Basel III and Solvency II...
Persistent link: https://www.econbiz.de/10014398657
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Accounting standards and insurer solvency assessment
Windsor, Peter; Yong, Jeffery; Bell, Michelle Chong-Tai - 2020
of IFRS 17. The paper is based on the results of a survey of 20 insurance supervisors. Overall, IFRS 17 is a welcome … development but there will be challenges of implementation. Not many insurance supervisors currently intend to use IFRS 17 as a …
Persistent link: https://www.econbiz.de/10012300617
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Bank debt in Europe : “are funding models broken?”
Le Leslé, Vanessa - 2012
The crisis in Europe has underscored the vulnerability of European bank funding models compared to international peers. This paper studies the drivers behind this fragility and examines the future of bank funding, primarily wholesale, in Europe. We argue that cyclical and structural factors have...
Persistent link: https://www.econbiz.de/10012671100
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How should credit gaps be measured? : an application to European countries
Baba, Chikako; Dell'Erba, Salvatore; Detragiache, Enrica; … - 2020
Assessing when credit is excessive is important to understand macro-financial vulnerabilities and guide macroprudential policy. The Basel Credit Gap (BCG) - the deviation of the credit-to-GDP ratio from its long-term trend estimated with a one-sided Hodrick-Prescott (HP) filter-is the indicator...
Persistent link: https://www.econbiz.de/10012170099
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Heterogeneity of bank risk weights in the EU : evidence by asset class and country of counterparty exposure
Turk Ariss, Rima - 2017
Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides prima facie evidence on the extent of risk weight heterogeneity across broad asset classes and by country of counterparty for major banks in the European Union using internal...
Persistent link: https://www.econbiz.de/10011704870
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Macroprudential solvency stress testing of the insurance sector
Jobst, Andreas A.; Sugimoto, Nobuyasu; Broszeit, Timo - 2014
Persistent link: https://www.econbiz.de/10010441721
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Revisiting risk-weighted assets : “why do RWAs differ across countries and what can be done about it?”
Le Leslé, Vanessa; Avramova, Sofiya - 2012
Persistent link: https://www.econbiz.de/10009572315
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Capital regulation, liquidity requirements and taxation in a dynamic model of banking
De Nicolò, Gianni; Gamba, Andrea; Lucchetta, Marcella - 2012
Persistent link: https://www.econbiz.de/10009572425