Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module
Martin Eling; David Pankoke
| Year of publication: |
2013
|
|---|---|
| Authors: | Eling, Martin ; Pankoke, David836228189 |
| Publisher: |
St. Gallen : School of Finance, Univ. of |
| Subject: | Solvency II | procyclicality | systemic risk | CoVaR | MES | Finanzdienstleistung | Financial services | Systemrisiko | Systemic risk | Risiko | Risk | Risikomanagement | Risk management | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Risikomodell | Risk model | EU-Versicherungsrecht | European insurance law | Betriebliche Liquidität | Corporate liquidity |
freely available
| Extent: | Online-Ressource (PDF-Datei: 33 S.) graph. Darst. |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen, ZDB-ID 2252526-9. - Vol. 2013,6 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Auch als Working papers on risk management and insurance no. 128 erschienen Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010410034