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Solvency II solvency capital requirement for life insurance companies based on expected shortfall. [PDF]
Eur Actuar J, 2017 This paper examines the consequences for a life annuity insurance company if the solvency II solvency capital requirements (SCR) are calibrated based on expected shortfall (ES) instead of value-at-risk (VaR).
Boonen TJ.
europepmc +2 more sources
Cogent Economics & Finance, 2021 Over the past fifteen years, the Bank of Ghana has revised the minimum capital requirement to stabilize the banking sector. Motivated by the unintended consequences of regulatory capital, this paper provides empirical evidence between minimum capital ...
Joshua Nsanyan Sandow +2 more
semanticscholar +2 more sources
Financing of working capital requirement, financial flexibility and SME performance
Journal of Business Economics and Management, 2016 This paper investigates the relation between the financing strategies of working capital requirement and firm performance for the period 1997 to 2012. Using the two-step generalized method of moments estimator, we find that a suitable financing strategy ...
Sonia Baños-Caballero +2 more
semanticscholar +3 more sources
Cogent Economics & Finance, 2018 Working capital management is a critical element in the survival of every firm. While the effective management of working capital leads to value creation in firms, ineffective management of working capital, on the other hand, does not only destroy value ...
Joseph Dery Nyeadi +2 more
semanticscholar +2 more sources
Annals of Actuarial Science, 2022 This paper provides a stochastic model, consistent with Solvency II and the Delegated Regulation, to quantify the capital requirement for demographic risk.
G. P. Clemente +2 more
semanticscholar +1 more source
Determinants of Working Capital Requirement on Manufacturing Firms
European Business & Management, 2019 Working capital investments are essential for daily business operations of an entity. For that matter firms make huge amounts of investments in working capital that enables them to pay recurring obligations.
Damot Alehegne +2 more
semanticscholar +1 more source
Asset Allocation under the Basel Accord Risk Measures [PDF]
, 2013 Financial institutions are currently required to meet more stringent capital requirements than they were before the recent financial crisis; in particular, the capital requirement for a large bank's trading book under the Basel 2.5 Accord more than ...
Bai, Xiaodi +4 more
core +1 more source
Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector: a multi-period economic capital study [PDF]
, 2015 With the advent of formal regulatory requirements for rigorous risk-based, or economic, capital quantification for the financial risk management of banking and insurance sectors, regulators and policy-makers are turning their attention to the pension ...
Lauritzen, McNeil, Porteous
core +1 more source
The new Basel Capital Accord: A major advance at a turbulent time [PDF]
, 2009 January 2008, the Australian Prudential Regulation Authority introduced the second-generation capital requirement, Basel II, that substantially extended the 1988 Capital Accord of the Basel Committee on Banking Supervision.
Terry, C
core +1 more source
Minimum Capital Requirement Calculations for UK Futures [PDF]
, 2004 Key to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high frequency UK futures realisations underpinned by a ...
J. Cotter
semanticscholar +1 more source