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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019 - This version: June 2019
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...
Persistent link: https://www.econbiz.de/10012040065
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The anatomy of the euro area interest rate swap market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019
Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the mandatory clearing obligation. Our dataset contains 1.7 million bilateral...
Persistent link: https://www.econbiz.de/10011975602
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Risk Management in der Energiewirtschaft : Chancen und Risiken durch liberalisierte Märkte
Burger, Klaus-Michael (contributor) - 1998
Persistent link: https://www.econbiz.de/10000986893
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Aspekte des Risiko- und Währungsmanagements nach der Finanzmarktkrise
Kehr, Henning - 2011
Persistent link: https://www.econbiz.de/10012875491
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A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia; Pancaro, Cosimo; Kok Sørensen, Christoffer - 2016
In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and non-life business and we calibrate it using country...
Persistent link: https://www.econbiz.de/10011480226
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A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia; Pancaro, Cosimo; Kok Sørensen, Christoffer - 2016
In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and non-life business and we calibrate it using country...
Persistent link: https://www.econbiz.de/10011473563
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A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia; Pancaro, Cosimo; Kok Sørensen, Christoffer - 2016
In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and non-life business and we calibrate it using country...
Persistent link: https://www.econbiz.de/10012061973
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A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia; Kok Sørensen, Christoffer; Pancaro, Cosimo - 2017
In this paper, we develop an analytical framework for conducting forward-looking assessments of profitability and solvency of the main euro area insurance sectors. We model the balance sheet of an insurance company encompassing both life and non-life business and we calibrate it using country...
Persistent link: https://www.econbiz.de/10011637362