Contagion Risk

Content type Date Title Tags
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 27/05/2019 Modeling Policyholder Behavior for Life Assurance and Annuity Products Contagion Risk, Contagion Risk, Lapse Risk, Lapse 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 Down but Not Out: A Cost of Capital Approach to Fair Value Risk Margins Contagion Risk, Economic / Risk Based Capital, Market cost of capital, Monte Carlo simulation, No specific risk, Parameter Risk, risk margins
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 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 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
ERM Resource 29/07/2015 Good and bad credit contagion: Evidence from credit default swaps Contagion Risk, Contagion Risk, Counterparty Default Risk, No category
ERM Resource 29/07/2015 Contagion Effects in the Insurance Industry Contagion Risk, Contagion Risk, No category
ERM Resource 29/07/2015 Discussion: Assessing Systematic Risk in the Insurance Sector Contagion Risk, Contagion Risk, No category, Systemic Risk
ERM Resource 29/07/2015 Catastrophic Shocks in the Property-Liability Insurance Industry: Evidence on Regulatory and Contagion Effects Catastrophe Risk, Contagion Risk, Contagion Risk, No category
ERM Resource 29/07/2015 Contagion Risk in Banking Banking, Contagion Risk, Contagion Risk, No category