Underwriting Performance and Investment Risk‑Taking in the Property‑Liability Insurance Industry

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"Economic theory suggests that insurers should prioritize underwriting over investment as a source of income. We find that many U.S. non-life insurers conform to theory: they consistently earn high returns on underwriting and have relatively low-risk investment portfolios. A subset of insurers, however, do the opposite: they consistently earn low returns on underwriting and have relatively high-risk investment portfolios."

What Drives Bank‑Specific Capital Requirements? Evidence from the Ssm

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"Drawing on recently disclosed information on the Pillar 2 capital requirements of banks directly supervised by the ECB, we find that bank-specific capital requirements are mostly driven by business model and profitability, credit risk, and internal governance and risk management issues. Moreover, we propose a novel measure of bank governance quality that teases out the qualitative dimension of the P2R decision."

Stress Tests and Capital Requirement Disclosures: Do They Impact Banks’ Lending and Risk‑Taking?

"Our results confirm that the publication of capital requirements can have a disciplinary effect since banks publishing their requirements tend to have more robust capital ratios, which improves market discipline and financial stability."

Information, Uncertainty and Espionage

"Decision theory, both orthodox and behavioural, depicts decision rather narrowly as a prioritisation task undertaken within a delineated problem space where the probabilities “sum to one”. From such a perspective, certain perennial challenges in intelligence and counterintelligence appear resolvable when in fact they are not, at least not when approached from the usual direction."