We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze lending …. Under the Substitution Approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its total … promotes the intention of the Basel II (and III) regulations to 'strengthen the soundness and stability of banks', since …

correlation in their assets (health, wealth, wisdom, i.e. skills), causing them to demand a great deal of insurance coverage …. Insurers on the other hand eschew positively correlated risks. It can be shown that insurance contributes to a reduction of … insurance. Analyzing deviations from trend in aggregate insurance payments, one finds the following for the United States and …

Die Messung und Bewertung von Kreditrisiken stellt sich aktuell als ein sehr bedeutsames (Stichworte : Basel II … Basel II und die hierbei zugrunde liegende modelltheoretische Fundierung in Form von Einfaktormodellen sowie die Bewertung …Measurement and valuation of credit risks is a very important (Basel II, Solvency II, Credit Derivatives) topic of …

sound regulatory framework for insurance undertakings, also to address risks not specifically mitigated by the sole solvency … capital requirements. After recalling the provisions of the second pillar concerning the system of governance, the paper is … devoted to highlight the emerging regulatory trends in the corporate governance of insurance firms. Among others, it signals …