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Dette souveraine et assurance : intérêts croisés

Author

Listed:
  • Pierre-Emmanuel Thérond

    (Galea & Associés, SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

Les dispositions du pilier 1 de Solvabilité II perpétuent l'incitation des assureurs à investir dans la dette souveraine. La bonne représentation du risque souverain et de ses conséquences dans l'ORSA fait figure de défi pour les assureurs. Cet article fait l'inventaire de la part des dettes souveraines dans les placements des assureurs et pose la question de leur traitement prudentiel.

Suggested Citation

  • Pierre-Emmanuel Thérond, 2017. "Dette souveraine et assurance : intérêts croisés," Post-Print hal-01467460, HAL.
    • Handle: RePEc:hal:journl:hal-01467460
    Note: View the original document on HAL open archive server: https://hal.science/hal-01467460
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    File URL: https://hal.science/hal-01467460/document
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    References listed on IDEAS

    as
    1. Denis Vilain, 1989. "La réglementation des placements est-elle vraiment contraignante ?," Revue d'Économie Financière, Programme National Persée, vol. 11(3), pages 151-174.
    2. Pierre-Emmanuel Thérond, 2015. "Les taux bas : changement de paradigme ?," Post-Print hal-01221967, HAL.
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