Téléchargez le livre : Infrastructure Investments

Infrastructure Investments

Regulatory Treatment and Optimal Capital Allocation Under Solvency II de

Éditeur :

Springer Gabler


Collection :

BestMasters

Paru le : 2017-11-16

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Description

Fabian Regele examines the appropriateness of the current regulatory treatment and the general suitability of unlisted infrastructure equity investments for the investment purposes of insurance companies. The employed valuation model of a stylized infrastructure asset delivers sound economic results and is consistent with the typical J-curve effect of the cumulative cash flows of these assets. In the context of a portfolio optimization, the infrastructure asset improves the insurance company’s solvency situation by lowering its default probability and increasing its solvency ratio. In regard to the asset’s risk contribution, there is a time-variant occurrence of certain risk channels during its lifecycle that leads to substantial differences in the risk exposure of the insurance company.
Pages
82 pages
Collection
BestMasters
Parution
2017-11-16
Marque
Springer Gabler
EAN papier
9783658201630
EAN PDF
9783658201647
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
8
Taille du fichier
1321 Ko
Prix
52,99 €

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