Insurance

Somnath Chatterjee and David Humphry, “Solvency and systemic risk of European life insurers”
Bank of England, Working paper n° 1168

Posted in: Articolo

Gen 29 2026
Abstract: The paper presents two risk-based capital frameworks for systemically important European life insurers by drawing a distinction between solvency risk and systemic risk. Solvency risk arises when the value of a life insurer’s assets falls below some threshold proportion of its liabilities. To assess ...more »
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