Contagion Risk

Content type

Practice Areas

Publication Types

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	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