publication . Article . Other literature type . 2016

Macroprudential Insurance Regulation: A Swiss Case Study

Deprez, Philippe; Wüthrich, Mario V.;
Open Access English
  • Published: 01 Jan 2016 Journal: Risks (issn: 2227-9091, Copyright policy)
  • Publisher: MDPI AG
  • Country: Switzerland
Abstract
This article provides a case study that analyzes national macroprudential insurance regulation in Switzerland. We consider an insurance market that is based on data from the Swiss private insurance industry. We stress this market with several scenarios related to financial and insurance risks, and we analyze the resulting risk capitals of the insurance companies. This stress-test analysis provides insights into the vulnerability of the Swiss private insurance sector to different risks and shocks.
Subjects
free text keywords: macroprudential insurance regulation; Swiss insurance market; stress-testing; Swiss Solvency Test, macroprudential insurance regulation, Swiss insurance market, stress-testing, Swiss Solvency Test, Insurance, HG8011-9999, Vulnerability, Insurance market, Mortgage insurance, Actuarial science, General insurance, Business, Insurance industry
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Article . 2016
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Other literature type . 2016
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Article . 2016
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publication . Article . Other literature type . 2016

Macroprudential Insurance Regulation: A Swiss Case Study

Deprez, Philippe; Wüthrich, Mario V.;