Systemic risk in the insurance sector: a review and directions for future research

M Eling, DA Pankoke - Risk Management and Insurance …, 2016 - Wiley Online Library
This article reviews the extant research on systemic risk in the insurance sector and outlines
new areas of research in this field. We summarize and classify 48 theoretical and empirical …

Systemic-systematic risk in financial system: A dynamic ranking based on expectiles

L Garcia-Jorcano, L Sanchis-Marco - International Review of Economics & …, 2021 - Elsevier
We provide an international comparison of rankings for systematic and systemic risk in the
financial system and examine whether both types of risk co-exist. The rankings are based on …

Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation

T Niedrig - Journal of Insurance Issues, 2015 - JSTOR
I assess how Basel III, Solvency II, and the low interest rale environment will affect the
financial connection between the bank and insurance sectors by changing the funding …

The contribution of insurers to systemic risk: A practical framework for regulators

RD Rusconi, FJC Beyers, NM Walters - South African Actuarial …, 2023 - journals.co.za
While insurers are not typically the most significant contributors to systemic risk, their actions
and behaviour may materially contribute to such risk. This study considers the models that …

Finance and Natural Resource Constraints

E Agboraw, A Jones, E Agboraw, A Jones - Resource Constraints and …, 2017 - Springer
In this chapter, the role of the finance sector within the economy is unpacked. The link
between financial stability and future potential risks is outlined. Agboraw and Jones focus on …

Consequences of natural resource constraint on global growth: evidence from the financial sector

E Agboraw - 2023 - aru.figshare.com
An investigation and evaluation of the risks involved with resource constraints on global
growth, with evidence from the finance sector. This is part of the GRO (Global Resource …

[PDF][PDF] On the Corporate Demand for Risk Management: Evidence from the Global Reinsurance Market

M Altuntasa, JR Garvenb, J Raucha - Available at SSRN 2469603, 2015 - academia.edu
In this paper, we view the demand for reinsurance as a “special case” of the more general
problem of the corporate demand for risk management. We analyze the extent to which …

[PDF][PDF] AB Šiaulių banko veiklos riziką ribojančių normatyvų vykdymo analizė po susijungimo su AB Ūkio banku

A Kovalčik - 2014 - epublications.vu.lt
Abstract [eng] In over four years two commercial banks in country were bankrupted: joint–
stock company Snoras Bank and joint–company Ukio Bank. The latter commercial bank is …

[引用][C] Default risk and interconnectedness in the US financial sector: Is financial institutions' default risk systemic or systematic?

J Rauch, MA Weiss, S Wende - 2014 - Working paper

[引用][C] Measuring systemic-systematic tail risk in financial system: An expectile based approach