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Insurers as Asset Managers and Systemic Risk

Citations

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Cited by:

  1. Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2025. "Life insurance convexity," Journal of Banking & Finance, Elsevier, vol. 178(C).
  2. Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
  3. Valentin Haddad & Alan Moreira & Tyler Muir, 2021. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response [Funding value adjustments]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5309-5351.
  4. Hombert, Johan & Möhlmann, Axel & Weiß, Matthias, 2021. "Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts," Discussion Papers 10/2021, Deutsche Bundesbank.
  5. Girardi, Giulio & Hanley, Kathleen W. & Nikolova, Stanislava & Pelizzon, Loriana & Sherman, Mila Getmansky, 2021. "Portfolio similarity and asset liquidation in the insurance industry," Journal of Financial Economics, Elsevier, vol. 142(1), pages 69-96.
  6. Barroso, Pedro & Detzel, Andrew & Maio, Paulo, 2025. "The volatility puzzle of the beta anomaly," Journal of Financial Economics, Elsevier, vol. 165(C).
  7. Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi, 2025. "Insurers monitor shocks to collateral: micro evidence from mortgage‑backed securities," Bank of England working papers 1119, Bank of England.
  8. Hałaj, Grzegorz & Martinez-Jaramillo, Serafin & Battiston, Stefano, 2024. "Financial stability through the lens of complex systems," Journal of Financial Stability, Elsevier, vol. 71(C).
  9. Giovanni Bonaccolto & Nicola Borri & Andrea Consiglio & Giorgio Di Giorgio, 2025. "Systemic Risk in the European Insurance Sector," Papers 2505.02635, arXiv.org.
  10. Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi, 2024. "Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-Backed Securities," CESifo Working Paper Series 11324, CESifo.
  11. Bo Becker & Marcus M Opp & Farzad Saidi, 2022. "Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Removing Capital Requirements for an Asset Class," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5438-5482.
  12. Sirio Aramonte, 2025. "The case for supporting liquidity supply in (some corners of) non-bank intermediation," International Finance Discussion Papers 1425, Board of Governors of the Federal Reserve System (U.S.).
  13. Ralph S.J. Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
  14. Ge, Shan & Weisbach, Michael S., 2021. "The role of financial conditions in portfolio choices: The case of insurers," Journal of Financial Economics, Elsevier, vol. 142(2), pages 803-830.
  15. Elisa Luciano & Jean Charles Rochet, 2021. "Risk Appetite Fluctuations in the Insurance Industry," Carlo Alberto Notebooks 666 JEL Classification: G, Collegio Carlo Alberto.
  16. Hagenberg, Thomas C., 2025. "Transaction-level transparency and portfolio mimicking," Journal of Accounting and Economics, Elsevier, vol. 79(1).
  17. Antonio Falato & Ali Hortaçsu & Dan Li & Chaehee Shin, 2021. "Fire‐Sale Spillovers in Debt Markets," Journal of Finance, American Finance Association, vol. 76(6), pages 3055-3102, December.
  18. Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm, 2024. "Pension Liquidity Risk," Swiss Finance Institute Research Paper Series 24-16, Swiss Finance Institute.
  19. Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022. "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  20. Luciano, Elisa & Rochet, Jean Charles, 2022. "The fluctuations of insurers’ risk appetite," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
  21. Boermans, Martijn A. & van der Kroft, Bram, 2024. "Capital regulation induced reaching for systematic yield: Financial instability through fire sales," Journal of Banking & Finance, Elsevier, vol. 158(C).
  22. di Iasio, Giovanni & Kryczka, Dominika, 2021. "Market failures in market-based finance," Working Paper Series 2545, European Central Bank.
  23. Chia‐Chun Chiang & Greg Niehaus, 2020. "Correlated Trading by Life Insurers and Its Impact on Bond Prices," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(3), pages 597-625, September.
  24. Kristy Jansen, 2023. "Long-term Investors, Demand Shifts, and Yields," Working Papers 769, DNB.
  25. Fernando Duarte & Thomas M. Eisenbach, 2021. "Fire‐Sale Spillovers and Systemic Risk," Journal of Finance, American Finance Association, vol. 76(3), pages 1251-1294, June.
  26. Becker, Bo & Opp, Marcus & Saidi, Farzad, 2020. "Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Eliminating Capital Requirements," CEPR Discussion Papers 14373, C.E.P.R. Discussion Papers.
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