Macroprudential Insurance Regulation: A Swiss Case Study

Philippe Deprez and Mario V. Wüthrich
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Philippe Deprez: RiskLab, Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland
Mario V. Wüthrich: RiskLab, Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland

Risks, 2016, vol. 4, issue 4, 1-30

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.

Keywords: macroprudential insurance regulation; Swiss insurance market; stress-testing; Swiss Solvency Test (search for similar items in EconPapers)
JEL-codes: C G0 G1 G2 G3 K2 M2 M4 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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