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Contribution Details
| Type | Master's Thesis |
| Scope | Discipline-based scholarship |
| Title | A comparative analysis of the regulatory capital regimes of banks and insurance companies |
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| Institution | University of Zurich |
| Faculty | Faculty of Business, Economics and Informatics |
| Number of Pages | 85 |
| Date | 2018 |
| Abstract Text | The current thesis provides a valuable comparison between Basel III/IV and Solvency II in a qualitative as well as quantitative level. The thesis is mainly concentrated on Pillar 1 quantitative capital requirements for both regulatory frameworks. A comparison of the standard approaches for market and credit risk of Basel III/IV and Solvency II takes place in the quantitative analysis of this thesis. The results indicate considerable differences between the two regulatory frameworks that could potentially lead to regulatory arbitrage opportunities. The analysis starts with the comparison of the banking and insurance industry and ends up with comments/concerns regarding the future of fi nancial regulation. |
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