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Obstacles to implementation of solvency li regime in nonlife insurance companies in Bosnia and Herzegovina
Kozarevic, Safet; Sain, Zeljko; Hodzic, Adela - In: UTMS journal of economics / University of Tourism and … 5 (2014) 2, pp. 199-211
insurers to keep their solvency at the necessary level. Insurance companies in the European Union work on the implementation of … better connection of capital and risk profile, increased transparency, and higher flexibility of insurance companies … analysis of the current condition of the insurance market in BiH was made. By using the primary research and applying the …
Persistent link: https://www.econbiz.de/10010439067
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Risk measures based on benchmark loss distributions
Bignozzi, Valeria; Burzoni, Matteo; Munari, Cosimo-Andrea - 2018
We introduce a class of quantile-based risk measures that generalize Value at Risk (VaR) and, likewise Expected Shortfall (ES), take into account both the frequency and the severity of losses. Under VaR a single confidence level is assigned regardless of the size of potential losses. We allow...
Persistent link: https://www.econbiz.de/10011900226
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Solvency regulation : an assessment of Basel III for banks and of planned Solvency III for insurers
Zweifel, Peter - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-22
and hence a reduced risk exposure. However, planned Solvency III may cause the EPEF of highly capitalized insurance …
Persistent link: https://www.econbiz.de/10012588178
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
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Risk management and the global banking crisis : lessons for insurance solvency regulation
Ashby, Simon - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 3, pp. 330-347
Persistent link: https://www.econbiz.de/10009316266
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Bank stress testing : a stochastic simulation framework to assess banks' financial fragility
Montesi, Giuseppe; Papiro, Giovanni - In: Risks : open access journal 6 (2018) 3, pp. 1-54
We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks’ capital adequacy, financial fragility, and probability of default. The paper provides a theoretical presentation of the methodology and the essential features of the forecasting model on...
Persistent link: https://www.econbiz.de/10011890804
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Risk Management and Capital Adequacy of Islamic Bank; Should IFSB Standard be Based on Basel?
Affandi, Muchammad Taufiq - 2020
Risk management is essential part of health of Islamic Bank (IB) and the health of entire financial market. One important tools in risk management to avoid the failure of a bank is the capital held by the bank. Understanding the importance of risk management and capital adequacy, Basel Committee...
Persistent link: https://www.econbiz.de/10012829799
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The Risk Spiral : The Effects of Bank Capital and Diversification on Risk Taking
Peleg Lazar, Sharon - 2019
We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank increases, risk shifting by borrowers increases, even if...
Persistent link: https://www.econbiz.de/10012902255
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Should the insurance industry be banking on risk escalation for solvency II?
Bryce, Cormac; Webb, Robert; Cheevers, Carly; Clark, P. … - In: International review of financial analysis 46 (2016), pp. 131-139
Persistent link: https://www.econbiz.de/10011580874
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Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009752627