Contagion Risk

Content type Date Sort ascending Title Tags
ERM Resource 27/05/2019 Credit risk transfer and contagion Contagion Risk, Contagion Risk, Credit Risk, No category
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 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