for their market risks, not adequate valuations of those products with reliance on external valuation by rating agencies …

within assets with identical regulatory treatment. State level US insurance regulation makes it unlikely this risk reduction …

transactions of non-agency RMBS by insurance companies from 2006 to 2009, we show that insurance companies that became more capital … at much lower prices than other insurance companies during the crisis …

This paper investigates systemic risk in the insurance industry. We first analyze the systemic contribution of the … insurance industry vis-à-vis other industries by applying 3 measures, namely the linear Granger causality test, conditional … Europe over the last 14 years. We then analyze the determinants of the systemic risk contribution within the insurance …

This paper investigates systemic risk in the insurance industry. We first analyze the systemic contribution of the … insurance industry vis-a-vis other industries by applying 3 measures, namely the linear Granger causality test, conditional … Europe over the last 14 years. We then analyze the determinants of the systemic risk contribution within the insurance …

proxy of individual risk in the banking sector, may be a useful tool when applied in the insurance sector. However …-score approaches to examine which one best fits insurance companies. The authors use a final dataset of 183 firms (1,382 observations …) operating in the Spanish insurance sector during the period 2010-2017. Design/methodology/approach - In the first stage, the …

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 …

In crisis times, insurance companies might feel the pressure to present a performance of their investment portfolios … influences insurance firms' decisions on the allocation of credit risk bearing assets in their investment portfolio. I find …

In crisis times, insurance companies might feel the pressure to present an investment portfolio performance that is …' safety. I investigate how a stock market crisis as experienced over the course of the Covid-19 pandemic influences insurance …