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 \| Systemrisiko \| Systemic risk \| Risiko \| Risk \| Bankrisiko \| Bank risk \| Konjunktur \| Business cycle \| Finanzkrise \| Financial crisis \| Risikomanagement \| Risk management \| Basler Akkord \| Basel Accord \| Theorie \| Theory \| Risikomodell \| Risk model \| EU-Versicherungsrecht \| European insurance law \| Risikomaß \| Risk measure \| Versicherung \| Insurance \| Kreditrisiko \| Credit risk \| Bankenkrise \| Banking crisis \| Welt \| World \| Finanzmarkt \| Financial market

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