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RePEcRisk, Credit & Banking

Solvency and systemic risk of European life insurers

The research distinguishes solvency risk from systemic risk in European life insurers, finding growing systemic risk exposure since 2007 and evidence of interconnectedness with banks that intensifies during financial stress.

Featured in No. 133 on 2 Oct 2026 · on release day

Asset allocation of 6 European Life Insurers: 2016 to 2024 Portfolio composition by asset class (percentage) Portfolio
Figure 6: Asset allocation of 6 European Life Insurers: 2016 to 2024 Portfolio composition by asset class (percentage) Portfolio composition by asset class (GBP billions)
Released
2 Oct 2026
First featured
No. 133 · 2 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
2 of 5
Identifier
RePEc:boe:boeewp:023290
Authors
Somnath Chatterjee and David Humphry

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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