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 |