The Resource Infrastructure Investments : Regulatory Treatment and Optimal Capital Allocation Under Solvency II, by Fabian Regele, (electronic resource)

Infrastructure Investments : Regulatory Treatment and Optimal Capital Allocation Under Solvency II, by Fabian Regele, (electronic resource)

Label
Infrastructure Investments : Regulatory Treatment and Optimal Capital Allocation Under Solvency II
Title
Infrastructure Investments
Title remainder
Regulatory Treatment and Optimal Capital Allocation Under Solvency II
Statement of responsibility
by Fabian Regele
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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. Contents • Overview of the Infrastructure Asset Class • Valuation Model of a Direct Infrastructure Asset • Optimal Capital Allocation and Solvency Capital Requirements for the Insurance Company • Adjustment of the Infrastructure Asset’s Regulatory Capital Charge Target Groups • Students and academics with a focus on insurance regulation, business administration, asset management • Insurance regulators and supervisors, portfolio/risk managers The Author Fabian Regele is a research assistant and doctoral student at the International Center for Insurance Regulation of the Goethe University Frankfurt. His research primarily focuses on insurance regulation and systemic risk of financial institutions
Member of
http://library.link/vocab/creatorName
Regele, Fabian
Image bit depth
0
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
SpringerLink
Series statement
BestMasters
http://library.link/vocab/subjectName
  • Finance
  • Investment banking
  • Securities
  • Insurance
  • Risk management
  • Finance
  • Insurance
  • Investments and Securities
  • Risk Management
Label
Infrastructure Investments : Regulatory Treatment and Optimal Capital Allocation Under Solvency II, by Fabian Regele, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
XIII, 82 p. 7 illus., 3 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783658201647
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-658-20164-7
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-658-20164-7
Label
Infrastructure Investments : Regulatory Treatment and Optimal Capital Allocation Under Solvency II, by Fabian Regele, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
XIII, 82 p. 7 illus., 3 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783658201647
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-658-20164-7
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-658-20164-7

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