Analyse du risque de contrepartie de la réassurance pour les assureurs français

Interconnections in the financial system are of great interest for financial stability analysis. This paper aims at assessing, with two exercises of stress tests, the counterparty risk for insurers stemming from their reinsurance activity. Using regulatory data, a network of provisions ceded was built, including 22 insurance groups formed with French insurance entities and 9 groups of international reinsurers. Two hypothetical stress scenarios are considered.

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Analyse du risque de contrepartie de la réassurance pour les assureurs français
  • Publié le 22/04/2013
  • FR
  • PDF (1.96 Mo)
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Mis à jour le : 19/03/2019 15:47