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obtained from a sample of U.S. property-liability insurance firms reveal significant interactions between capital, risk, and …
Persistent link: https://www.econbiz.de/10010754719
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 …
Persistent link: https://www.econbiz.de/10009625918
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 …
Persistent link: https://www.econbiz.de/10011434812
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 …
Persistent link: https://www.econbiz.de/10011406423
risk taking for 112 listed US insurance companies over 2003- 2010. Using OLS, system GMM and 3SLS, we find that board …
Persistent link: https://www.econbiz.de/10013084074
This paper provides an overview of research and debate over whether insurance poses systemic risk, with a focus on U ….S. life insurance. It considers the Financial Stability Oversight Council (FSOC) process for designating nonbank financial … adverse consequences of designating individual insurance entities for enhanced supervision, which favor an alternative …
Persistent link: https://www.econbiz.de/10012952648
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 …
Persistent link: https://www.econbiz.de/10012872359
are growing rapidly in Muslim-dominated countries where insurance density and insurance penetration are low …
Persistent link: https://www.econbiz.de/10013005327
We analyze an initiative by insurance regulators to reform capital regulations for mortgage-backed securities (MBS) by …
Persistent link: https://www.econbiz.de/10012856865
,382 observations) operating in the Spanish insurance sector during the period 2010-2017. This measure of risk has widely been used in … the banking literature, and it has recently been applied to the insurance sector as an indicator of financial soundness …
Persistent link: https://www.econbiz.de/10012858901