Financial Risks and the Pension Protection Fund: Can it Survive Them?
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Other versions of this item:
- David Blake & John Cotter & Kevin Dowd, 2011. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," Papers 1103.5978, arXiv.org.
- David Blake & John Cotter & Kevin Dowd, 2011. "Financial Risks and the Pension Protection Fund:Can It Survive Them?," Working Papers 200615, Geary Institute, University College Dublin.
References listed on IDEAS
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- Pennacchi, George G & Lewis, Christopher M, 1994. "The Value of Pension Benefit Guaranty Corporation Insurance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(3), pages 735-753, August.
- Kevin Dowd & David Blake, 2006. "After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 73(2), pages 193-229.
- Treynor, Jack L, 1977. "The Principles of Corporate Pension Finance," Journal of Finance, American Finance Association, vol. 32(2), pages 627-638, May.
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- Paul H. Kupiec & James M. O'Brien, 1995. "The use of bank trading risk models for regulatory capital purposes," Finance and Economics Discussion Series 95-11, Board of Governors of the Federal Reserve System (U.S.).
- Patricia Jackson & David Maude & William Perraudin, 1998. "Bank Capital and Value at Risk," Bank of England working papers 79, Bank of England.
- David McCarthy & Anthony Neuberger, 2005. "Pricing pension insurance: the proposed levy structure for the Pension Protection Fund," Fiscal Studies, Institute for Fiscal Studies, vol. 26(4), pages 471-489, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- John Cotter & David Blake & Kevin Dowd, 2012. "What Should Be Done About The Underfunding of Defined Benefit Pension Schemes?," Working Papers 201202, Geary Institute, University College Dublin.
More about this item
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G0 - Financial Economics - - General
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