During 2008 and 2009, the insurance industry experienced unprecedented volatility. The
large swings in insurers' market valuations, and the significant role that financial reporting …

One of the most significant economic developments of the past decade has been the
convergence of the financial services industry, particularly the capital markets and (re) …

The current literature on the adoption of enterprise risk management (ERM) abstracts from
the issue of its strategic context. Accounting for the interplay between ERM and various …

Deregulation and widespread economic changes have fundamentally affected the business
environment of European life insurance companies over the last decades. We apply multi …

Studi ini mencoba untuk menjawab beberapa pertanyaan sekitar faktor-faktor yang
mempengaruhi kinerja perusahaan dan nilai perusahaan di Bursa Efek Indonesia. Analisis …

The authors examine the interest rate risk of life insurers by estimating the sensitivity of their
stock returns to changes in the return on bonds over a time frame that includes a relatively …

This paper concerns the risk analysis of six Chinese banks which are involved in carbon
financing. Factor copula is introduced to simulate the corresponding carbon finance credit …

Context: modeling volatility is an advanced technique in financial econometrics, with several
applications for academic research. Objective: in this tutorial paper, we will address the topic …

We investigate the return and volatility interdependencies among the US, the UK, the EU,
and Japanese banks and insurers during the period of 2003 to 2009. We find strong return …

This paper investigates the effect that the creation of the Monetary Policy Committee (MPC)
has had on the interest rate risk which banks and life insurance companies face in the UK …