| ERM Resource |
27/05/2019 |
Modeling Policyholder Behavior for Life Assurance and Annuity Products |
Contagion Risk, Contagion Risk, Lapse Risk, Lapse Risk, No category |
| ERM Resource |
27/05/2019 |
Cross-Border Bank Contagion Risk in Europe |
Contagion Risk, Contagion Risk, No category |
| ERM Resource |
27/05/2019 |
Credit risk transfer and contagion |
Contagion Risk, Contagion Risk, Credit Risk, No category |
| ERM Resource |
07/09/2017 |
A Cost of Capital Approach to Credit and Liquidity Spreads |
Contagion Risk, Contagion Risk, Cost of Capital, credit risk, credit spreads, Economic / Risk Based Capital, insurance liabilities, Liquidity Risk, Parameter Risk, Parameter Risk |
| ERM Resource |
07/09/2017 |
Own Risk and Solvency Assessment: Origins and Implications for Enterprise Risk Management |
Contagion Risk, insurance commissioners, insurance companies, insurance industry, Model #505, ORSA, Regulation, regulation of financial institutions, risk management |
| ERM Resource |
29/07/2015 |
Insurance and Financial Stability |
Contagion Risk, ERM Guidance, Systemic Risk, Systemic Risk |
| ERM Resource |
29/07/2015 |
Systemic Risk in Insurance |
Contagion Risk, Contagion Risk, No category, Systemic Risk, Systemic Risk |
| ERM Resource |
29/07/2015 |
Financial contagion and intra-group spillover effects |
Contagion Risk, Contagion Risk, No category |
| ERM Resource |
29/07/2015 |
Bailouts and Systemic Insurance |
Contagion Risk, No category |
| ERM Resource |
29/07/2015 |
Measuring Systemic Risk in the Finance and Insurance Sectors |
Contagion Risk, Risk Management Tools and Techniques, Systemic Risk, Systemic Risk; Financial Institutions; Liquidity; Financial Crises |
| ERM Resource |
29/07/2015 |
Systemic Risk and the U.S. Insurance Sector |
Contagion Risk, No category, Systemic Risk, Systemic Risk |
| ERM Resource |
29/07/2015 |
A dynamic contagion process for modelling contagion risk in finance and insurance |
Contagion Risk, Contagion Risk, Credit Risk, Markov process, No category |
| ERM Resource |
29/07/2015 |
Credit Risk Transfer and Contagion |
Contagion Risk, Credit and Counterparty Risk, Financial innovation, No category, Pareto inferior |
| ERM Resource |
29/07/2015 |
Contagion Risk in the International Banking System and Implications for London as a Global Financial Center |
bank soundness, co-exceedance, Contagion Risk, Contagion Risk, distance-to-default, Extreme Value Theory, LOGIT, No category |
| ERM Resource |
29/07/2015 |
Measuring systemic risk: A risk management approach |
Banking, Contagion Risk, Contagion Risk, No category, Systemic Risk, Systemic Risk |
