The authors put forward a novel methodology for the estimation of probability of insurance recovery.
Insurers passing risk to foreign firms makes regulation harder, report says
The authors investigate a problem of optimal insurance in which the insured and the insure hold heterogenous beliefs concerning loss distribution and demonstrate their results with analytical and numerical examples.
Mutuals and private equity-backed rivals clash over determination of capital charges
Innovation and technological advancement have become key components of how firms stay competitive and efficient in today's insurance industry. Across actuarial, finance, analytics and IT departments, there is pressure on the industry to stay ahead of…
Following three years of disruption caused by the Covid-19 pandemic, senior risk managers, risk management consultants and CROs from the banking and insurance industries gathered in Singapore for Asia Risk’s CRO Club roundtable
Counterparty Radar: Maturity and size of FX forwards trades vary significantly between firms
Counterparty Radar: $47.5bn in G10 positions reported, a 12.9% decline from Q1
Buy-side firms have to pay up if they want to post corporate bonds to their dealers, but prices vary
Ability of some corporates to raise capital ‘materially impaired’, bankers say
Proposal to create “quasi rating agency” at regulatory body sparks backlash from industry and US Congress
Counterparty Radar: US life insurer market’s notional volume doubles in Q1
Insurance regulator agrees ‘compromise’ solution to delay increase until 2024
Counterparty Radar: Bank’s total values rise 72% in Q4 to crack top 10 dealer rankings for first time since Q2 last year
Contracts allowing schemes to post corporate bonds as collateral are obstructing risk transfer to insurers
Enterprise risk management is a powerful strategy to identify, assess and manage risks across the business. For insurers, two ERM objectives are critical: ensuring regulatory compliance and establishing a framework for healthy investment risk appetite
Counterparty Radar: Move by US market behemoth pushes life insurers’ notional down by almost 40%
A portfolio optimisation technique for pension funds and insurance portfolios is presented
An expert discussion exploring how leading insurers are adapting ERM systems in support of a wider range of opportunities, helping to avoid losses, navigate unstable markets and maintain a strong reputation
Capital charges on collateralised loan obligations will be model-based after 2024
Insurance institutional shareholding and banking systemic risk contagion: an empirical study based on a least absolute shrinkage and selection operator–vector autoregression high-dimensional network
The authors use a LASSO-VAR method and generalized variance decomposition to measure the systemic risk contagion effect of Chinese-listed banks.