Publication
Implementation of a systemic risk framework
| dc.contributor.advisor | Carvalho, Maria Manuel De Oliveira Marcelo de | |
| dc.contributor.advisor | Bergel, Agnieszka Izabella | |
| dc.contributor.author | Ivaldi, Lucas | |
| dc.date.accessioned | 2025-03-26T10:06:22Z | |
| dc.date.available | 2025-03-26T10:06:22Z | |
| dc.date.issued | 2024-10 | |
| dc.description.abstract | The IAIS implemented in 2019 the Holistic framework [40] to monitor and mitigate the systemic risk in the insurance sector. This framework was adapted to the European insurance sector and not to the specificities of the different national insurance sectors. In this context, the main goal of the internship was to create and implement a systemic risk framework that was adapted to the Portuguese insurance sector. The report presents the implementation of the individual assessment and also the sectorial assessment for the years of the assessment (2019-2023). This framework is based on the work of the IAIS and EIOPA but it is adapted to the specificities of Portugal with the use of the database of the ASF. The framework is based on the computations of several indicators divided into categories of risk. Moreover, a scoring system has been implemented to get the scores for the companies and the sector as a whole for all the indicators and the categories. Finally, a total score was given to all the companies and the sector. The Portuguese insurance sector does not appear as systemically relevant even though some categories might need a closer monitoring. Regarding the individual assessment, most of the companies are not at risk but a small group of companies dominates the scores and may need to be followed closely by the authority. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Ivaldi, Lucas 2024). “Implementation of a systemic risk framework”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.5/99730 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Instituto Superior de Economia e Gestão | pt_PT |
| dc.subject | Systemic risk | pt_PT |
| dc.subject | Portuguese insurance sector | pt_PT |
| dc.subject | Individual assessment | pt_PT |
| dc.subject | Sectorial assessment | pt_PT |
| dc.subject | Systemically relevant | pt_PT |
| dc.subject | Scoring system | pt_PT |
| dc.title | Implementation of a systemic risk framework | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | closedAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |