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Insurance, systemic risk and the financial crisis
Baluch, Faisal; Mutenga, Stanley; Parsons, Chris - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 1, pp. 126-163
Persistent link: https://www.econbiz.de/10009158178
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Systemic risk in the insurance sector : a review of current assessment approaches
Jobst, Andreas A. - In: The Geneva papers on risk and insurance - issues and … 39 (2014) 3, pp. 440-470
Persistent link: https://www.econbiz.de/10010502945
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Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander - In: Applied financial economics 24 (2014) 10/12, pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
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Internal and external drivers for risk taking in UK and German insurance markets
Eling, Martin; Marek, Sebastian D. - In: International Journal of Banking, Accounting and Finance 4 (2012) 1, pp. 48-76
European insurance companies. The extent of risk taking is quantified through variations in stock prices and these are … insurance companies for the period 1997 to 2010. We find that differences in company size, capital structure, liquidity, and …, compensation, and board independence. We also document increases in the volatility of insurance stock returns during the financial …
Persistent link: https://www.econbiz.de/10010668776
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Financial crisis and insurance companies' role: is Solvency II a proper answer?
Dario, Focarelli - In: Banca Impresa Società (2010) 2, pp. 269-282
This paper analyses the performance of the international insurance industry during the financial crisis and examines … the importance of insurance to systemic financial market stability, emphasizing the need for correct assessment of the … characteristics of insurance companies, such as their relative immunity to runs, their extremely low level of short-term financial …
Persistent link: https://www.econbiz.de/10011157700
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Systemic risk diagnostics
Schwaab, Bernd; Lucas, André; Koopman, Siem Jan - 2010
A macro-prudential policy maker can manage risks to financial stability only if currentand future risks can be reliably assessed. We propose a novel framework to assessfinancial system risk. Using a dynamic factor framework based on state-space methods, we model latent macro-financial and credit...
Persistent link: https://www.econbiz.de/10011382067
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Macroprudential regulation : a contradiction in its own terms
Mészáros, George - In: Journal of banking regulation 14 (2013) 2, pp. 164-182
Persistent link: https://www.econbiz.de/10010355910
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Measuring systemic risk in the Polish banking system by means of the risk-based balance sheets method
Karkowska, Renata - In: Folia oeconomica Stetinensia : FOS 12 (2012) 2, pp. 7-18
Persistent link: https://www.econbiz.de/10010241691
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Macrofinancial stress testing : incorporating systemic risk perspectives into a stress framework
Oura, Hiroko; Schumacher, Liliana - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 26-37
Persistent link: https://www.econbiz.de/10010259568
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Non-performing loans, systemic risk and resilience in financial networks
Bottazzi, Giulio; Sanctis, Alessandro de; Vanni, Fabio - 2016
After the outbreak of the financial crisis in 2007-2008 the level of non-performing loans (NPLs) in the economy has generally increased. However, while in some countries this has been a transitory phenomenon, in others it still represents a major threat for economic recovery and financial...
Persistent link: https://www.econbiz.de/10011436618