Search Results - subject:"risk based capital"

On risk management of mortality and longevity capital requirement : a predictive simulation approach

Yang, Shuai; Zhou, Kenneth Q. - In: Risks : open access journal 11 (2023) 12, pp. 1-18

In the insurance industry, life insurers are required by regulators to meet capital requirements to avoid insolvency caused by, for example, sudden mortality changes due to the COVID-19 pandemic. To prevent any large movements in this required capital, insurance companies are motivated to...

Persistent link: https://www.econbiz.de/10014446489

Antecedent of risk-based capital of public non-life insurance companies in Indonesia

Manurung, Jenry Cardo; Sudaryanto; Ediraras, Dharma Tintri - In: Global business & economics review 26 (2022) 2, pp. 99-110

Persistent link: https://www.econbiz.de/10012887548

Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios

Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014491177

International banking regulation and Tier 1 capital ratios : on the robustness of the critical average risk weight framework

Beaupain, Renaud; Braouezec, Yann - In: International review of financial analysis 91 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014447018

Enterprise risk management in the insurance industry : trends and future directions

Kumar, Sonjai; Rao, Purnima; Barai, Munim Kumar - In: Journal of risk management in financial institutions 17 (2024) 2, pp. 183-196

Persistent link: https://www.econbiz.de/10014530005

A review of the regulatory impact analysis of risk-based capital and related liquidity rules

Hogan, Thomas L. - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-29

This paper reviews the cost-benefit analysis, or 'regulatory impact analysis' (RIA), in US bank regulators' risk-based … capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We …

Persistent link: https://www.econbiz.de/10012611582

Nexus between bank capital and risk-taking behaviour: Empirical evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib; Moudud-Ul-Huq, Syed; … - In: Cogent Business & Management 8 (2021) 1, pp. 1-17

The study aims to investigate the effect of conventional capital ratio, risk-based capital ratio, and capital buffer …. Whereas the relationship is negative when capital is measured through risk-based capital ratio and capital buffer, the results …

Persistent link: https://www.econbiz.de/10012657376

Nexus between bank capital and risk-taking behaviour : empirical evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib; Moudud-Ul-Huq, Syed; … - In: Cogent business & management 8 (2021) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012649561

A review of the regulatory impact analysis of risk-based capital and related liquidity rules

Hogan, Thomas L. - In: Journal of risk and financial management : JRFM 14 (2021) 1/24, pp. 1-29

This paper reviews the cost-benefit analysis, or “regulatory impact analysis” (RIA), in US bank regulators’ risk-based … capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We …

Persistent link: https://www.econbiz.de/10012417012

Efficiency, productivity and competitiveness of the Malaysian insurance sector : an analysis of risk-based capital regulation

Lim, Qiao-Ming; Hui Shan Lee; Wai Mun Har - In: The Geneva papers on risk and insurance - issues and … 46 (2021) 1, pp. 146-172

Persistent link: https://www.econbiz.de/10012486498

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