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Appraising Credit Ratings

Appraising Credit Ratings »

Source: Appraising Credit Ratings : Does the CAP Fit Better than the ROC?

Volume/Issue: 2012/122

Series: IMF Working Papers

Author(s): R. John Irwin , and Timothy Irwin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503517

Keywords: Receiver Operating Characteristic (ROC), Cumulative Accuracy Profile (CAP)., probability, equation, probabilities, Cumulative Accuracy Profile (cap),

ROC and CAP analysis are alternative methods for evaluating a wide range of diagnostic systems, including assessments of credit risk. ROC analysis is widely used in many fields, but in finance CAP analysis is more...

Calibrating Your Intuition

Calibrating Your Intuition »

Source: Calibrating Your Intuition : Capital Allocation for Market and Credit Risk

Volume/Issue: 2002/99

Series: IMF Working Papers

Author(s): Paul Kupiec

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2002

ISBN: 9781451852288

Keywords: value at risk, capital allocation, bond, equity capital, stock capital, Financial Institutions and Services: Government Policy and Regulation,

Value-at-Risk (VaR) models often are used to estimate the equity investment that is required to limit the default rate on funding debt. Typical VaR "buffer stock" capital calculations produce biased estimates. To e...

A Framework for the Surveillance of Derivatives Activities

A Framework for the Surveillance of Derivatives Activities »

Source: A Framework for the Surveillance of Derivatives Activities

Volume/Issue: 2005/61

Series: IMF Working Papers

Author(s): Eva Gutierrez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

ISBN: 9781451860801

Keywords: Derivatives, derivative, credit risk, credit derivatives, financial institutions, risk management, General Financial Markets: Other, Financial Institutions and Services: General,

This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervi...

IMF Executive Board Concludes 2011 Article IV Consultation with Switzerland

IMF Executive Board Concludes 2011 Article IV Consultation with Switzerland »

Source: Switzerland : 2011 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for the Switzerland.

Volume/Issue: 2011/115

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 May 2011

ISBN: 9781455284603

Keywords: banking, mortgage lending, life insurers, foreign exchange, life insurance

Although progress has been made in strengthening the Swiss economy, systemic risks posed by large banks as well as revisions to the macroprudential framework are still in train. The authorities welcomed the too-big...

Spain
			: Financial Sector Assessment Program:  Technical Note:  Supervision of Insurance:  Alternative Models for an Independent Agency

Spain : Financial Sector Assessment Program: Technical Note: Supervision of Insurance: Alternative Models for an Independent Agency »

Volume/Issue: 2006/217

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 June 2006

DOI: http://dx.doi.org/10.5089/9781451964684.002

ISBN: 9781451964684

Keywords: supervisory agencies, prudential supervision, supervisory authority, financial supervision

This report is the summary of a technical note on Supervision of Insurance of Spain and Alternative Models for an Independent Agency. It reviews the organizational alternatives for insurance supervision and discuss...

Switzerland
			: 2011 Article IV Consultation:  Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for the Switzerland.

Switzerland : 2011 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for the Switzerland. »

Volume/Issue: 2011/115

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 May 2011

DOI: http://dx.doi.org/10.5089/9781455284603.002

ISBN: 9781455284603

Keywords: banking, mortgage lending, life insurers, foreign exchange, life insurance

Although progress has been made in strengthening the Swiss economy, systemic risks posed by large banks as well as revisions to the macroprudential framework are still in train. The authorities welcomed the too-big...

Switzerland
			: Detailed Assessment of Observance-Insurance Core Principles

Switzerland : Detailed Assessment of Observance-Insurance Core Principles »

Volume/Issue: 2014/265

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 September 2014

DOI: http://dx.doi.org/10.5089/9781498332750.002

ISBN: 9781498332750

Keywords: reinsurance, risk management, life insurers, policyholders, life insurance

...

Switzerland
			: Financial Sector Assessment Program:  Factual Update:  Insurance Sector Market and Regulatory Developments

Switzerland : Financial Sector Assessment Program: Factual Update: Insurance Sector Market and Regulatory Developments »

Volume/Issue: 2007/203

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 June 2007

DOI: http://dx.doi.org/10.5089/9781451807387.002

ISBN: 9781451807387

Keywords: life insurers, life insurance, risk management, insurance companies, reinsurance

This paper presents a factual update of the Insurance Core Principles including insurance sector market and regulatory developments for Switzerland. Regulatory reforms since 2003 have updated Switzerland's regulato...

Switzerland
			: Financial Sector Assessment Program:  Technical Note:  An Assessment of Insurance Core Principles for the Reinsurance Industry

Switzerland : Financial Sector Assessment Program: Technical Note: An Assessment of Insurance Core Principles for the Reinsurance Industry »

Volume/Issue: 2007/200

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 June 2007

DOI: http://dx.doi.org/10.5089/9781451807356.002

ISBN: 9781451807356

Keywords: reinsurance, supervisory authority, risk management, internal controls

This technical note discusses key findings of the assessment of Insurance Core Principles (ICP) for the reinsurance industry for Switzerland. It reveals that the Swiss reinsurance market is dominated by three large...

Switzerland
			: Financial Sector Assessment Program:  Technical Note:  Insurance Sector Stress Testing

Switzerland : Financial Sector Assessment Program: Technical Note: Insurance Sector Stress Testing »

Volume/Issue: 2007/201

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 June 2007

DOI: http://dx.doi.org/10.5089/9781451807363.002

ISBN: 9781451807363

Keywords: life insurers, life insurance, market risk, health insurers, market risks

This technical note discusses key findings of the insurance sector stress tests for Switzerland. The results suggest that there are market risks inside some Swiss insurance entities that may need focused attention....