English, Article, Journal or magazine article edition: APRA?s Expert Judgement Ratings and Solvency cover of Australian general Insurers Ian Sharpe and Andre Stadnik

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Bookmark: http://trove.nla.gov.au/version/131
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • APRA?s Expert Judgement Ratings and Solvency cover of Australian general Insurers
Author
  • Ian Sharpe and Andre Stadnik
Physical Description
  • preprint
Notes
  • The Australian Prudential Regulation Authority?s (APRA?s) supervisors use expert judgement to rate risk of failure (ROF) of General Insurers (GIs). Using statistical data we model the determinants of GI ratings and solvency cover and find: (i) sufficient predictive power in statistical data to identify GIs for earlier review and assist in quality assurance of APRA?s ratings; and (ii) profitability, solvency cover, investment and underwriting risk play different roles in rating foreign branch and Australian incorporated GIs. We conclude that supervisors generally correctly incorporate our a priori expectations of the effects of risk indicators on GI risk into their ratings.
  • RePEc:apr:aprewp:wp2008-01
Language
  • English
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