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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 15: Financial Markets and Risk Management I

SOE 15.1: Vortrag

Mittwoch, 24. März 2010, 16:00–16:30, H44

Default risk in insurance and reinsurance companies. Finding efficient regulation guidelines — •Christoph Hamer and Ralf Engelshove — Fabrik, Dürener Straße 295, 50935 Köln

Recent issues and discussion on financial markets and supervision show a need for smart regulation on market members. Our approach focuses mainly on the relations between insurances and reinsurances, especially on the correlation of defaults on the probability of further default risks and its implications on regulation. Driven by the bilateral dependencies and external ratings we deduce rules to optimise markets security in terms of cascading effects due to dependencies on network topologies.