Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions
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More about this item
Keywords
insurance; variation margin; liquidity;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IAS-2020-06-15 (Insurance Economics)
- NEP-RMG-2020-06-15 (Risk Management)
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