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  1. Network analysis of the EU insurance sector
    Author: Alves, Ivan; Brinkhoff, Jeroen; Georgiev, Stanislav; Héam, Jean-Cyprien; Moldovan, Iulia; Di Scotto, Carlo Marco
    Published: [2015]
    Publisher:  ESRB, European Systemic Risk Board, European System of Financial Supervision, [Frankfurt am Main, Germany]

    This paper contains an analysis of the network of the 29 largest European insurance groups and their financial counterparties. Insurance companies have direct exposures to other insurers, banks and other financial institutions through the holdings of... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 612
    Inter-library loan:
    No inter-library loan

     

    This paper contains an analysis of the network of the 29 largest European insurance groups and their financial counterparties. Insurance companies have direct exposures to other insurers, banks and other financial institutions through the holdings of debt, equity and other financial instruments. These exposures can cause direct contagion and thereby the spread of systemic risks. This analysis focuses on direct linkages between EU insurers and banks. Sectoral data show that at least 20% of insurers' assets are investments in banks. As a result insurers are an important source of funding for banks. This paper adds to the expanding research on financial market networks and on systemic risks in the insurance sector.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/193602
    Series: Occasional paper series / European Systemic Risk Board ; no. 7 (July 2015)
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  2. Feasibility and affordability of an insurance guarantee scheme in the Netherlands
    Author: Brinkhoff, Jeroen; Neffke, Inge; Campenhout, Maarten van
    Published: 13 October 2022
    Publisher:  De Nederlandsche Bank N.V., Amsterdam

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Analysis / De Nederlandsche Bank
    Scope: 1 Online-Ressource (circa 11 Seiten), Illustrationen
  3. From the horse's mouth
    surveying responses to stress by banks and insurers
    Author: Brinkhoff, Jeroen; Langfield, Sam; Weeken, Olaf
    Published: [2018]
    Publisher:  ESRB, European Systemic Risk Board, European System of Financial Supervision, Frankfurt am Main, Germany

    Existing stress tests do not capture feedback loops between individual institutions and the financial system. To identify feedback loops, the European Systemic Risk Board has developed macroprudential surveys that ask banks and insurers how they... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 612
    Inter-library loan:
    No inter-library loan

     

    Existing stress tests do not capture feedback loops between individual institutions and the financial system. To identify feedback loops, the European Systemic Risk Board has developed macroprudential surveys that ask banks and insurers how they would behave in a macroeconomic stress scenario. In a pilot application of these surveys, we find evidence of herding behaviour in the banking sector, notably concerning credit retrenchment. Results show that the consequences can be large, potentially undoing the initial effects of banks' remedial actions by worsening their solvency position. In contrast, insurers' responses to the survey provide little evidence of herding in response to macroeconomic stress. These results highlight the usefulness of macroprudential surveys in identifying feedback loops.

     
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    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789294720399
    Other identifier:
    hdl: 10419/193610
    Series: Occasional paper series / European Systemic Risk Board ; no 15 (April 2018)
    Scope: 1 Online-Ressource (circa 63 Seiten), Illustrationen