Contagion Risk

Content type Date Sort ascending Title Tags
ERM Resource Credit risk transfer and contagion Contagion RiskContagion RiskCredit RiskNo category
ERM Resource Modeling Policyholder Behavior for Life Assurance and Annuity Products Contagion RiskContagion RiskLapse RiskLapse RiskNo category
ERM Resource Cross-Border Bank Contagion Risk in Europe Contagion RiskContagion RiskNo category
ERM Resource A Cost of Capital Approach to Credit and Liquidity Spreads Contagion RiskContagion RiskCost of Capitalcredit riskcredit spreadsEconomic / Risk Based Capitalinsurance liabilitiesLiquidity RiskParameter RiskParameter Risk
ERM Resource Own Risk and Solvency Assessment: Origins and Implications for Enterprise Risk Management Contagion Riskinsurance commissionersinsurance companiesinsurance industryModel #505ORSARegulationregulation of financial institutionsrisk management
ERM Resource Insurance and Financial Stability Contagion RiskERM GuidanceSystemic RiskSystemic Risk
ERM Resource Systemic Risk in Insurance Contagion RiskContagion RiskNo categorySystemic RiskSystemic Risk
ERM Resource Financial contagion and intra-group spillover effects Contagion RiskContagion RiskNo category
ERM Resource Bailouts and Systemic Insurance Contagion RiskNo category
ERM Resource Measuring Systemic Risk in the Finance and Insurance Sectors Contagion RiskRisk Management Tools and TechniquesSystemic RiskSystemic Risk; Financial Institutions; Liquidity; Financial Crises
ERM Resource Systemic Risk and the U.S. Insurance Sector Contagion RiskNo categorySystemic RiskSystemic Risk
ERM Resource A dynamic contagion process for modelling contagion risk in finance and insurance Contagion RiskContagion RiskCredit RiskMarkov processNo category
ERM Resource Credit Risk Transfer and Contagion Contagion RiskCredit and Counterparty RiskFinancial innovationNo categoryPareto inferior
ERM Resource Contagion Risk in the International Banking System and Implications for London as a Global Financial Center bank soundnessco-exceedanceContagion RiskContagion Riskdistance-to-defaultExtreme Value TheoryLOGITNo category
ERM Resource Measuring systemic risk: A risk management approach BankingContagion RiskContagion RiskNo categorySystemic RiskSystemic Risk