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Models of financial stability and their application in stress tests
Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017
We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...
Persistent link: https://www.econbiz.de/10011906282
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Insurance, weather, and financial stability
Kahn, Charles M.; Panjwani, Ahyan; Santos, João A. C. - 2024
In this paper, we introduce a model to study the interaction between insurance and banking. We build on the Federal … Crop Insurance Act of 1980, which significantly expanded and restructured the decades-old federal crop insurance program … our model. Banks increased lending to the agricultural sector in counties with higher insurance coverage after 1980, even …
Persistent link: https://www.econbiz.de/10014551978
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Brexit and the implications for financial services
Jackson, Patricia (contributor) - 2017
viewpoints expressed on a number of important themes: the systemic risks from Brexit; the possible role of equivalence versus …
Persistent link: https://www.econbiz.de/10011985209
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Asset-liability management with ultra-low interest rates
Grossman, Richard S.; Molyneux, Philip; Lambert, Frederic; … - Conference on Asset-Liability Management with Ultra-Low …; … - 2015
On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495
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Brexit and the implications for financial services : edited by Patricia Jackson, introduced by Morten Balling, Ernest Gnan and Patricia Jackson; contributions by Franklin Allen, Jo...
Jackson, Patricia; Balling, Morten; Gnan, Ernest; … - Conference on "Brexit and the Implications for …; … - 2017
viewpoints expressed on a number of important themes: the systemic risks from Brexit; the possible role of equivalence versus …
Persistent link: https://www.econbiz.de/10011712197
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Insurers' investment behaviour and the coronavirus (COVID-19) pandemic
Fay, Constanze; Ghiselli, Angelica - 2023
the European insurance market with differences across issuer and holder countries of domicile. …
Persistent link: https://www.econbiz.de/10014374815
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Insurance, weather, and financial stability
Kahn, Charles M.; Panjwani, Ahyan; Santos, João A. C. - 2024
In this paper, we introduce a model to study the interaction between insurance and banking. We build on the Federal … Crop Insurance Act of 1980, which significantly expanded and restructured the decades-old federal crop insurance program … our model. Banks increased lending to the agricultural sector in counties with higher insurance coverage after 1980, even …
Persistent link: https://www.econbiz.de/10014581880
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The European insurance industry : a PEST analysis
Barbara, Charmaine; Cortis, Dominic; Perotti, Roberta; … - In: International Journal of Financial Studies : open … 5 (2017) 2, pp. 1-20
The insurance industry plays an important role for European economic stability and the threats and opportunities it …
Persistent link: https://www.econbiz.de/10011668873
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Stress testing market risk of German financial intermediaries
Falter, Alexander; Kleemann, Michael; Strobel, Lena; … - 2021
The macroprudential market risk stress test presented in this paper proposes a framework to assess the vulnerability of the German financial system with respect to market price shocks, focusing on banks, insurers and investment funds in a consistent manner. A common market risk scenario is...
Persistent link: https://www.econbiz.de/10014476270
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МЕТОДЫ СТРЕСС-ТЕСТИРОВАНИЯ ФИНАНСОВОЙ УСТОЙЧИВОСТИ ПРЕДПРИЯТИЙ УКРАИНЫ
ГРИГОРЬЕВНА, ЛУКЬЯНЕНКО ИРИНА - In: Бизнес Информ (2013) 3, pp. 57-64
Цель статьи состоит в адаптации процедуры стресс-тестирования для оценки финансовой устойчивости предприятий и разработки адекватного...
Persistent link: https://www.econbiz.de/10011215797