Risks in Derivatives Markets: Implications for the Insurance Industry

L. Hentschek and C.W. Smith

Working Papers from Rochester, Business - Financial Research and Policy Studies

Abstract: In this paper, we analyze the risks associated with derivative transactions, and the impact of regulation in limiting these risks. We provide a simple, parametric framework in which ine can analyze price, default and sustemic risk.

Keywords: RISK; MANAGEMENT; FINANCIAL MARKET (search for similar items in EconPapers)
JEL-codes: G10 (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:fth:robufr:96-06

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