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Insurance options : beating the benchmark : are catastrophe bonds more profitable than corporate bonds?
Caro Barrera, José Rafael - In: Revista de métodos cuantitativos para la economía y … 29 (2020), pp. 3-17
In this paper, we establish a comparison between one of the most traded financial derivatives in the markets, the so-called catastrophe bonds (abbreviated as cat bonds) and the corporate bonds. In the first section, we start from a brief definition as well as some basic concepts. In section two,...
Persistent link: https://www.econbiz.de/10012259883
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The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Bockius, Heike; Gatzert, Nadine - In: The journal of risk finance : JRF 23 (2022) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10013370544
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Who monitors climate risk of financial institutions? : evidence from catastrophe risks in insurance
Basten, Christoph; Kartasheva, Anastasia - 2024
Persistent link: https://www.econbiz.de/10014581696
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Impacts of drought on loan repayment
Breeden, Joseph L. - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-14
create templates to stress test for future events. Using the 2012 Midwestern US drought as an example, this work creates a … macroeconomic conditions by comparing drought-impacted agricultural counties with nearby urban counties. After measuring the net … macroeconomic impacts of the drought, this was used as an overlay with existing macroeconomic stress models to stress test a lender …
Persistent link: https://www.econbiz.de/10014306201
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The impact of climate change on the cost of bank loans
Javadi, Siamak; Masum, Abdullah-Al - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10012629683
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Mortgage finance in the face of rising climate risk
Ouazad, Amine; Kahn, Matthew E. - 2019
Persistent link: https://www.econbiz.de/10012124922
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The risk implications of insurance securitization : the case of catastrophe bonds
Hagendorff, Bjoern; Hagendorff, Jens; Keasey, Kevin; … - In: The journal of corporate finance : contracting, … 25 (2014), pp. 387-402
Persistent link: https://www.econbiz.de/10010366951
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Handling weather related risks through the financial markets : considerations of credit risk, basis risk, and hedging
Golden, Linda L.; Wang, Mulong; Yang, Chuanhou - In: The journal of risk and insurance : the journal of the … 74 (2007) 2, pp. 319-346
Persistent link: https://www.econbiz.de/10003483845
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Mortgage Finance in the Face of Rising Climate Risk
Ouazad, Amine - 2019
Recent evidence suggests an increasing risk of natural disasters of the magnitude of hurricane Katrina and Sandy. Concurrently, the number and volume of flood insurance policies has been declining since 2008. Hence, households who have purchased a house in coastal areas may be at increasing risk...
Persistent link: https://www.econbiz.de/10012480267
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When insurers exit: climate losses, fragile insurers, and mortgage markets
Sastry, Parinitha; Sen, Ishita; Tenekedjieva, Ana-Maria - 2024
Persistent link: https://www.econbiz.de/10014481358