Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP220100090
Funding Status
Active
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Funded Activity Summary
Quantitative Analysis of Systemic Risk in Insurance. This project aims to achieve a contemporary and comprehensive quantitative analysis of systemic risk in insurance. The significance lies in narrowing the gap between the studies of systemic risk in banking and insurance. Expected outcomes include the construction of insurance/reinsurance networks to formalise systemic risk, the analysis of the role of network integration, and the development of pricing frameworks to entail a systemic risk premium. The project will benefit insurers and regulators by providing a forward-looking approach to monitoring and assessing insurance risk during a systemic crisis. These important original contributions to insurance risk management will help establish Australia’s global leadership in systemic risk.Funded Activity Details
Start Date: 2022
End Date: 12-2024
Funding Scheme: Discovery Projects
Funding Amount: $378,292.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Investment and Risk Management | Banking, Finance and Investment | Insurance Studies
