players, and have increased attention on the subject of reinsurance counterparty risk. This corresponds to the exposure of an …. In this article, we address the current state of reinsurance counterparty risk and existing means by which to measure it …. We then discuss the impact of market discipline on this risk and point out the importance of control within the …

, we forecast future leverage ratios and include them in the set of default risk drivers. The analysis is done with a …

The topic of insolvency risk in connection with life insurance companies has recently attracted a great deal of … company are affected by the default risk and the choice of the relevant bankruptcy procedure. As an example, the US Bankruptcy …. Life insurance liabilities at market value: An analysis of insolvency risk, bonus policy, and regulatory intervention rules …

credit-risk models, a sufficiently low asset value, is also described by a low ratio of the equity price to the firm …

There exists strong commonality in credit risk across sovereigns [Pan and Singleton (2008); Longstaff, Pan, Pedersen …

operation are not well understood. The paper covers topics such as counterparty risk in CDS markets, the "empty creditor …

earnings affect a firm's default risk. Our results indicate that in the era of fair value accounting, whether the dividend … International Financial Reporting Standards (IFRS), we investigate whether and how dividend payouts based on unrealized revaluation … payment originates from unrealized or realized earnings has a significant effect on a firm's default risk above and beyond the …