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Martin Eling
Title
Prof. Dr.
Last Name
Eling
First name
Martin
Email
martin.eling@unisg.ch
Phone
+41 71 224 7980
Homepage
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1 - 10 of 14
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PublicationMinus 40% bis 2030? Die Zukunft der Motorfahrzeugversicherung(Institut für Versicherungswirtschaft der Universität St. Gallen, 2017)
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PublicationSystemic Risk and the Insurance Industy: Principal Linkages and DependenciesWith respect to the insurance sector, Eling and Pankoke (2014) review 43 theoretical and empirical research papers on systemic risk and suggest several other areas of research that would be useful in this field. We build upon and extend the results by Eling and Pankoke (2014) as follows: After a discussion of the term ‘systemic risk' and a review of the extant research results on systemic risk in the insurance sector, we analyse the implications of this discussion for macroprudential supervision. For this purpose, we evaluate the relevance of banking-sector macroprudential instruments to the insurance sector. Moreover, we discuss to what extent systemic risk might be triggered by regulation itself, especially by Solvency II, the forthcoming European-wide regulatory framework for risk-based capital. Finally, in the last section we provide a summary of the points made in this chapter.Type: book section
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PublicationType: book section
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PublicationFinanzielle Führung eines Versicherungsunternehmens(Berufsbildungsverband der Versicherungswirtschaft - VBV, 2012)Type: book section
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PublicationCommodity Trading Advisors : A Review of Historical PerformanceCommodity trading advisors (CTAs) trade a wide variety of OTC and exchange-traded forwards, futures, and options in different markets based on a wide variety of trading models. This paper analyzes risk and return of CTAs in the period from 1996 to 2005 with regard to different time periods and market environments. We find that CTA returns and performance numbers are relatively stable compared to traditional investments. Moreover, our analysis of correlations within different market environments shows that CTAs are good portfolio diversifiers.Type: book section