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El seguro de depósito dentro de la red de seguridad financiera.

Heinrich, Gregor - 2007

The text explores generally whether recommendations relating to deposit insurance are international guidleines or … mandatory rules, explores the role of deposit insurance as one of several elements in the financial safety net, and offers an …

Persistent link: https://www.econbiz.de/10015237342

Medición del riesgo de renta variable mediante modelos internos en Solvencia II

Durán Sontomil, Pablo; Otero González, Luis A.; … - In: Investigaciones Europeas de Dirección y Economía de … 18 (2012) 1, pp. 53-68

This work focuses on developing an internal model for equity risk under Solvency II. We have used monthly data for the series of Ibex 35, Cac 40, FTSE 100 and Dax in the period between January 1992 and December 2008. This work fits by maximum likelihood method the model of normal returns, based...

Persistent link: https://www.econbiz.de/10010280594

Medición del riesgo de renta variable mediante modelos internos en Solvencia II

Durán Sontomil, Pablo; Otero González, Luis A.; … - In: Investigaciones europeas de Dirección y Economía de … 18 (2012) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10009958357

Análisis del Riesgo de Acciones en Solvencia II : Efecto Divergente del Mecanismo de Ajuste Simétrico sobre el Valor en Riesgo (Analysis of the Equity Risk Under Solvency II: Divergent Effect of the Symmetric Adjustment Mechanism on Value at Risk)

Pla-Porcel, Javier - 2017

Spanish Abstract: El propósito de este trabajo es analizar si el shock para el riesgo de acciones bajo el marco de Solvencia II cumple con la naturaleza del VaR al 99,5%, ahondando en el papel del mecanismo de ajuste simétrico. En el estudio se utilizan diferentes metodologías que tratan de...

Persistent link: https://www.econbiz.de/10012965157

Medición del riesgo de renta variable mediante modelos internos en Solvencia II

Durán Sontomil, Pablo; Otero-González, Luis; Redondo … - In: Investigaciones europeas de Dirección y Economía de … 18 (2012) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10009408425

Barreras de dividendos (Dividend barriers)

Reyes, Gerardo - 2021

conditions of uncertainty and its application to insurance, also discussed at the time by Laplace. This document, the direct … origin of Risk Theory and Game Theory, allowed Barrois in 1834 to build a very complete and modern theory on fire insurance …, which possibly prevented the timely development of a Risk Theory that considered insurance as a commodity that could be …

Persistent link: https://www.econbiz.de/10013314256

Modelización financiero-actuarial de un seguro de dependencia = Long Term Care Insurance Actuarial Model

Herranz Peinado, Patricia; Guerrero Casas, Flor M.; … - In: Revista de Métodos Cuantitativos para la Economía y … 6 (2008) 1, pp. 42-73

expected results, and it makes necessary the existence of private insurance. Currently, there are few studies on long term care … in our country. An approach to premiums of a private insurance can serve as reference for the studies by insurers. This … the other hand, computing private insurance premiums. …

Persistent link: https://www.econbiz.de/10005403972

Backtesting: Performance of capital requirements for market risk in the BCRA

Delfiner, Miguel; Balzarotti, Verónica; del Canto, Angel - 2001

The Central Bank of Argentina (BCRA) introduced in September of 1996 a capital requirement for market risk. This requirement is calculated according to a standarized formulae set by the BCRA, based on a a Value-at-Risk (VaR) of tghe trading portfolio. This document studies the performance of the...

Persistent link: https://www.econbiz.de/10015215093

¿Puede el gobierno corporativo aprender del gobierno público?

Brugger Jakob, Samuel Immanuel - 2007

In view of recent corporate scandals, it is argued that corporate governance can learn from public governance. Institutions devised to control and discipline the behaviour of executives in the political sphere can give new insights into how to improve the governance of firms. Some proposal such...

Persistent link: https://www.econbiz.de/10015215939

Determinantes de la calidad del gobierno corporativo de los bancos hondureños

Murillo, Sorto; Osiris, Telma - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 359-386

The purpose of this study is to determine a system of indicators to assess the quality of corporate governance of Honduran banks. To achieve it, the importance attributed by bank supervisors and supervised bankers to the dimensions and indicators of Corporate Governance (CG) was deepened....

Persistent link: https://www.econbiz.de/10014494492