ZLATOŠOVÁ, Silvie. The influence of interest rate on insurance companies. In Jana Kotlebová. Proceedings of the 9th International Conference on Currency, Banking and International Finance. Bratislava: Ekonóm, 2017, p. 287-294. ISBN 978-80-225-4362-0.
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Basic information
Original name The influence of interest rate on insurance companies
Authors ZLATOŠOVÁ, Silvie (203 Czech Republic, guarantor, belonging to the institution).
Edition Bratislava, Proceedings of the 9th International Conference on Currency, Banking and International Finance, p. 287-294, 8 pp. 2017.
Publisher Ekonóm
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50600 5.6 Political science
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/00216224:14560/17:00101949
Organization unit Faculty of Economics and Administration
ISBN 978-80-225-4362-0
UT WoS 000411851600037
Keywords in English balance sheet; insurance company; life insurance
Changed by Changed by: Mgr. Silvie Zlatošová, Ph.D., učo 175424. Changed: 10/9/2018 09:07.
Abstract
A protracted period of low interest rate threatens the stability of the life insurance industry, especially in the countries, where life insurance with comparatively high guaranteed returns disposed in the past represent a major portion of the total portfolio. The aim of this paper is evaluation of the effects of the actual low interest rate period on the balance sheet of a representative life insurance company, given the actual asset allocation and the outstanding liabilities. To do so, we use simulation of the term structure of interest rates.
Links
MUNI/A/1025/2015, interní kód MUName: Hrozby a výzvy prostředí přetrvávajících nízkých úrokových sazeb pro vývoj a stabilitu finančního systému (Acronym: FinStabilita)
Investor: Masaryk University, Category A
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