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CHAPTER III: RISK TRANSFER AND THE INSURANCE INDUSTRY

CHAPTER III: RISK TRANSFER AND THE INSURANCE INDUSTRY »

Source: Risk Transfer and the insurance industry

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 October 2004

ISBN: 9781451939323

Keywords: bonds, insurance companies, risk management, bond, credit risk

The transfer of risk from banks to non-bank institutions, such as mutual funds, pension funds, insurers, and hedge funds, has been taking place for many years. Banks have generally tried to distribute the ri...

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework »

Source: Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework

Volume/Issue: 2005/168

Series: IMF Working Papers

Author(s): Eduardo Ganapolsky , and Mario Catalan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

ISBN: 9781451861877

Keywords: regulation, capital requirement, banking, bank capital, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

There is a widespread view that bank capital requirements should be loosened during recessions and tightened during expansions to avoid excessive credit and output swings. This view is based on a partial analysis t...

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...

Japan
			: Insurance Core Principles-Detailed Assessment of Observance

Japan : Insurance Core Principles-Detailed Assessment of Observance »

Volume/Issue: 2012/228

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 August 2012

DOI: http://dx.doi.org/10.5089/9781475506365.002

ISBN: 9781475506365

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

This Working Paper is a detailed assessment of Japan's compliance with the Insurance Core Principles of the International Association of Insurance Supervisors. The paper identifies a reduction in interest rates an...

A Framework for the Surveillance of Derivatives Activities

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

DOI: http://dx.doi.org/10.5089/9781451860801.001

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...

An Incentive Approach to Identifying Financial System Vulnerabilities

An Incentive Approach to Identifying Financial System Vulnerabilities »

Volume/Issue: 2000/211

Series: IMF Working Papers

Author(s): Jingqing Chai , and R. Johnston

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451874839.001

ISBN: 9781451874839

Keywords: asymmetric information, market structure, incentive assessments, financial system, moral hazard, deposit insurance, risk taking

This paper underscores the importance of the assessment of incentives of the main agents in a financial system as a key element in the analysis of financial system vulnerability and the surveillance over the financ...

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework »

Volume/Issue: 2005/168

Series: IMF Working Papers

Author(s): Eduardo Ganapolsky , and Mario Catalan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

DOI: http://dx.doi.org/10.5089/9781451861877.001

ISBN: 9781451861877

Keywords: regulation, capital requirement, banking, bank capital, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

There is a widespread view that bank capital requirements should be loosened during recessions and tightened during expansions to avoid excessive credit and output swings. This view is based on a partial analysis t...

Insurance and Issues in Financial Soundness

Insurance and Issues in Financial Soundness »

Volume/Issue: 2003/138

Series: IMF Working Papers

Author(s): Udaibir Das , Richard Podpiera , and Nigel Davies

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2003

DOI: http://dx.doi.org/10.5089/9781451856002.001

ISBN: 9781451856002

Keywords: soundness indicators, insurance companies, life insurers, life insurance, insurance industry, reinsurance, Financial Institutions and Services: General,

This paper explores insurance as a source of financial system vulnerability. It provides a brief overview of the insurance industry and reviews the risks it faces, as well as several recent failures of insurance co...

International Risk Sharing During the Globalization Era

International Risk Sharing During the Globalization Era »

Volume/Issue: 2009/209

Series: IMF Working Papers

Author(s): Akito Matsumoto , Robert Flood , and Nancy Marion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

DOI: http://dx.doi.org/10.5089/9781451873566.001

ISBN: 9781451873566

Keywords: International risk sharing, incomplete market, risk sharing, emerging markets, private consumption, income growth, Macroeconomic Aspects Of International Trade And Finance, Saving, Production, Employment

Though theory suggests financial globalization should improve international risk sharing, empirical support has been limited. We develop a simple welfare-based measure that captures how far countries are from the i...

Pricing of Sovereign Credit Risk
			: Evidence From Advanced Economies During the Financial Crisis

Pricing of Sovereign Credit Risk : Evidence From Advanced Economies During the Financial Crisis »

Volume/Issue: 2012/24

Series: IMF Working Papers

Author(s): Emre Alper , Lorenzo Forni , and Marc Gerard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931865.001

ISBN: 9781463931865

Keywords: bond, arbitrage, bonds, stock prices, Advanced Economies, Sovereign Spreads, Fiscal Risks,

We investigate the pricing of sovereign credit risk over the period 2008-2010 for selected advanced economies by examining two widely-used indicators: sovereign credit default swap (CDS) and relative asset swap (RA...