Detail práce

Financial Stability Issues and Stress Testing of the Insurance Sector

Autor: Bc. Nadzeya Hauryliuk
Rok: 2015 - letní
Vedoucí: doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
Konzultant:
Typ práce: Bakalářská
Jazyk: Anglicky
Stránky: 63
Ocenění:
Odkaz: https://is.cuni.cz/webapps/zzp/detail/151241/
Abstrakt: The purpose of this thesis is to provide an overview of risk and vulnerabilities for
financial stability of the European Insurance sector. The methods and principles
of risk assessment are examined, as well as their application for the insurance
sector. The current macroeconomic situation and its impact on insurers’ financial
stability is described. Downward changes of interest rates are identified as the
biggest current risk. This results from a system-wide stress test conducted by
EIOPA (European Insurance and Occupational Pensions Authority), analysis of
sensitivities published by several big European Insurers published on a yearly basis
and finally from an econometric analysis of the relationship between market data
and changes in macroeconomic variables.

Partneři

Deloitte

Sponzoři

CRIF
McKinsey
Patria Finance