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The Scale Measurement of the Indicators of the Stress Resistance Assessment of Insurance Companies in Ukraine

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  • Svitlana Achkasova

Abstract

The article analyzes a method for measuring the indicators of the stress resistance of the insurance company by means of microprudential indicators that provide an objective assessment of the sensitivity of insurance companies to various crisis situations. Detailed analysis of existing indicators of the assessment of the stress resistance of insurance companies is given and characteristics of their application during the scale measurement are described. The author was justified the effect of the level of stress resistance of insurance companies on the level of their risks.

Suggested Citation

  • Svitlana Achkasova, 2019. "The Scale Measurement of the Indicators of the Stress Resistance Assessment of Insurance Companies in Ukraine," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 161-183.
    • Handle: RePEc:bas:econst:y:2019:i:2:p:161-183
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    References listed on IDEAS

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    1. Zlatuse Komarkova & Marcela Gronychova, 2012. "Models for Stress Testing in the Insurance Sector," Research and Policy Notes 2012/02, Czech National Bank.
    2. Adam Gersl & Jaroslav Hermanek, 2007. "Financial Stability Indicators: Advantages and Disadvantages of their Use in the Assessment of Financial System Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2006, chapter 0, pages 69-79, Czech National Bank.
    3. Ms. Li L Ong & Ceyla Pazarbasioglu, 2013. "Credibility and Crisis Stress Testing," IMF Working Papers 2013/178, International Monetary Fund.
    4. Andreas Jobst & Nobuyasu Sugimoto & Timo Broszeit, 2014. "Macroprudential Solvency Stress Testing of the Insurance Sector," IMF Working Papers 2014/133, International Monetary Fund.
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    Cited by:

    1. Nataliya Vnukova & Sergii Kavun & Oleh Kolodiziev & Svitlana Achkasova & Daria Hontar, 2020. "Indicators-Markers for Assessment of Probability of Insurance Companies Relatedness in Implementation of Risk-Oriented Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 151-173.

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    More about this item

    JEL classification:

    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
    • G3 - Financial Economics - - Corporate Finance and Governance

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