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Risks 2016, 4(4), 47; doi:10.3390/risks4040047

Macroprudential Insurance Regulation: A Swiss Case Study

RiskLab, Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland
Swiss Finance Institute, Walchestrasse 9, 8006 Zurich, Switzerland
Author to whom correspondence should be addressed.
Academic Editor: Mogens Steffensen
Received: 16 September 2016 / Revised: 23 November 2016 / Accepted: 8 December 2016 / Published: 15 December 2016


This article provides a case study that analyzes national macroprudential insurance regulation in Switzerland. We consider an insurance market that is based on data from the Swiss private insurance industry. We stress this market with several scenarios related to financial and insurance risks, and we analyze the resulting risk capitals of the insurance companies. This stress-test analysis provides insights into the vulnerability of the Swiss private insurance sector to different risks and shocks. View Full-Text
Keywords: macroprudential insurance regulation; Swiss insurance market; stress-testing; Swiss Solvency Test macroprudential insurance regulation; Swiss insurance market; stress-testing; Swiss Solvency Test

This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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MDPI and ACS Style

Deprez, P.; Wüthrich, M.V. Macroprudential Insurance Regulation: A Swiss Case Study. Risks 2016, 4, 47.

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