residential property for applications in banking and insurance including pricing, risk management, and portfolio management. Risk … mono-line credit insurers, have to residential house price risk. This paper provides an assessment of risk models for … variability is due to heterogeneity requiring broader risk assessment than market-wide house price indices. Although time series …

The insurance industry could potentially play a greater constructive role in mitigating climate risk by aligning with …

Climate risk impacts the insurance industry on both sides of the balance sheets. On the one hand, rising weather …

Switzerland has a systemically important financial sector. This paper analyzes the financial soundness and risk … dynamics of Swiss banks and insurance companies for the past five years. The cross-country comparisons show that despite the … recovery in profitability and capital for banks and insurance companies, challenges and risks remain. In particular, big banks …

importance of insurance distribution in banks. Significant risk factors (statistically significant) which determine gross …The aim of the article is to identify the risk factors affecting bancassurance development in Poland. The development … is understood here as a change of gross written premiums obtained through banks in Poland. The group of risk factors …

risk. Using the U.S. life insurance industry as a laboratory, we present a model in which variable annuity (VA) guarantees …

risk. We present a model in the context of the U.S. life insurance industry in which variable annuity (VA) guarantees and … associated hedging operate within the regulatory capital framework to create incentives for insurers to overweight high-risk and …

risk. Using the U.S. life insurance industry as a laboratory, we present a model in which variable annuity (VA) guarantees …

Risk parity is an asset allocation strategy designed so each asset class contributes equally to overall portfolio risk … (as measured by volatility). While risk parity offers potential advantages, its success hinges on key assumptions and a … favorable environment for bonds. Like the traditional asset allocation approach it seeks to supplant, risk parity demands a long …

framework to identify the systematic ESG risk factor through the orthogonal spread between a broad market and an ESG … portfolio’s ESG quality and improve the portfolio's risk-adjusted return during the out-of-sample period. Our double-index model … can help investors analyze how the systematic ESG risk is relevant to future risks or returns and provide a tractable …