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1. Interlinkages and composite measures of systemic risk
2. Macro risk
3. Credit risk
4. Funding & Liquidity
5. Market risk
5.1 Equity indices
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5.2 Price/earnings ratio of equity indices 5.3 Exchange rate volatility
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5.4/5.5 Interest rates Implied volatility
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5.6 Insurance groups' assets and liabilities duration
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LIG : Large Insurance Groups Statistics (2)
Series in the table from the dataset: Large Insurance Groups Statistics
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LIG
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Title
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EU (changing composition), Total business, Weighted average macaulay duration - Liabilities, Total (sum), Years
Links to publications [
1
]
ESRB Risk Dashboard: Table in chapter 05, section 06 (T0506)
[Large Insurance Groups Statistics]
LIG.A.D0.T.WL00.TO.Y
2016
2022
2023-06-01 14:19
EU (changing composition), Total business, Weighted average modified duration - Assets, Total (sum), Years
Links to publications [
1
]
ESRB Risk Dashboard: Table in chapter 05, section 06 (T0506)
[Large Insurance Groups Statistics]
LIG.Q.D0.T.WA00.TO.Y
2016Q4
2022Q4
2023-06-01 14:19
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