Anastasia V. Kartasheva

University of St. Gallen - I.VW-HSG

Kirchlistrasse 2

St. Gallen, 9010

Switzerland

Joshua J. Harris Alternative Investment Program

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 16,911

SSRN RANKINGS

Top 16,911

in Total Papers Downloads

4,274

SSRN CITATIONS
Rank 10,210

SSRN RANKINGS

Top 10,210

in Total Papers Citations

51

CROSSREF CITATIONS

70

Scholarly Papers (13)

1.

CoCos: A Primer

BIS Quarterly Review September 2013
Number of pages: 14 Posted: 16 Sep 2013
Stefan Avdjiev, Anastasia V. Kartasheva and Bilyana Bogdanova
Bank for International Settlements (BIS), University of St. Gallen - I.VW-HSG and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,014 (31,659)
Citation 38

Abstract:

Loading...

CoCo bonds, regulatory capital requirements, pricing, demand and supply

2.
Downloads 923 ( 34,454)
Citation 20

Insurers As Asset Managers and Systemic Risk

Review of Financial Studies (forthcoming), Kelley School of Business Research Paper No. 18-4
Number of pages: 121 Posted: 08 Jan 2018 Last Revised: 08 Aug 2022
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 921 (36,035)
Citation 19

Abstract:

Loading...

Financial stability, Illiquid assets, Fire sales, Insurance companies.

Insurers as Asset Managers and Systemic Risk

CEPR Discussion Paper No. DP12849
Number of pages: 61 Posted: 12 Apr 2018
Southern Methodist University (SMU) - Finance Department, Indiana University - Kelley School of Business - Department of Finance, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 2 (916,852)
  • Add to Cart

Abstract:

Loading...

Insurance companies., Inter-connectedness, Systemic risk; Financial stability

3.

Information Effect of Entry into Credit Ratings Market: The Case of Insurers' Ratings

Journal of Financial Economics (JFE), Vol. 106, No. 2, 2012
Number of pages: 59 Posted: 07 Mar 2008 Last Revised: 22 Sep 2013
Neil A. Doherty, Anastasia V. Kartasheva and Richard D. Phillips
University of Pennsylvania - Insurance & Risk Management Department, University of St. Gallen - I.VW-HSG and Georgia State University - Risk Management & Insurance Department
Downloads 772 (46,014)
Citation 11

Abstract:

Loading...

Ratings, competition, information disclosure, insurance

4.

Precision of Ratings

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 67 Posted: 13 Mar 2013 Last Revised: 11 Aug 2020
Anastasia V. Kartasheva and Bilge Yilmaz
University of St. Gallen - I.VW-HSG and University of Pennsylvania - Finance Department
Downloads 401 (104,044)
Citation 17

Abstract:

Loading...

credit rating agencies, rating precision, information intermediation

5.

Insurability of Pandemic Risks

Number of pages: 42 Posted: 16 Dec 2020 Last Revised: 24 Mar 2021
Helmut Gründl, Danjela Guxha, Anastasia V. Kartasheva and Hato Schmeiser
Goethe University Frankfurt - Department of Finance, University of St. Gallen, University of St. Gallen - I.VW-HSG and University of Muenster - Faculty of Economics
Downloads 379 (111,012)
Citation 1

Abstract:

Loading...

pandemic insurance, catastrophe risk transfer, private-public partnerships

6.
Downloads 285 (150,606)
Citation 9

Coco Issuance and Bank Fragility

BIS Working Paper No. 678
Number of pages: 77 Posted: 11 Dec 2017
Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang and Anastasia V. Kartasheva
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Columbia University - Columbia Business School, Economics, Emory University Goizueta Business School and University of St. Gallen - I.VW-HSG
Downloads 239 (178,814)

Abstract:

Loading...

CoCos, Contingent Convertible Capital, Bank Capital Regulation, Basel III

Coco Issuance and Bank Fragility

NBER Working Paper No. w23999
Number of pages: 75 Posted: 13 Nov 2017 Last Revised: 30 Jul 2022
Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang and Anastasia V. Kartasheva
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Columbia University - Columbia Business School, Economics, Emory University Goizueta Business School and University of St. Gallen - I.VW-HSG
Downloads 44 (564,366)
Citation 2

Abstract:

Loading...

CoCo Issuance and Bank Fragility

CEPR Discussion Paper No. DP12418
Number of pages: 77 Posted: 06 Nov 2017
Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang and Anastasia V. Kartasheva
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Columbia University - Columbia Business School, Economics, Emory University Goizueta Business School and University of St. Gallen - I.VW-HSG
Downloads 2 (916,852)
Citation 4
  • Add to Cart

Abstract:

Loading...

Contingent convertible capital securities; Bail-in

7.

Design of Investment Promotion Policies

International Journal of Industrial Organization, Volume 30, Issue 2, March 2012, Pages 127–136
Number of pages: 33 Posted: 26 Dec 2006 Last Revised: 22 Sep 2013
Anastasia V. Kartasheva
University of St. Gallen - I.VW-HSG
Downloads 116 (328,358)

Abstract:

Loading...

infrastructure financing, sequential mechanisms, investment promotion, information disclosure

8.

Sequential Common Agency: The Revelation Principle

Number of pages: 45 Posted: 21 Dec 2006
Anastasia V. Kartasheva
University of St. Gallen - I.VW-HSG
Downloads 108 (344,992)

Abstract:

Loading...

common agency, sequential mechanisms, dymanic contracts, adverse selection. Revelation Principle

9.

Insurance in the Financial System

Number of pages: 76 Posted: 14 Mar 2019
Anastasia V. Kartasheva
University of St. Gallen - I.VW-HSG
Downloads 101 (360,701)
Citation 4

Abstract:

Loading...

insurance, financial system, systemic risk

10.

Impact of Rating Standards on Risk-Taking of Financial Institutions: Evidence from Catastrophe Risks in Insurance

Number of pages: 65 Posted: 08 Dec 2013 Last Revised: 25 Feb 2021
Christoph Basten, Anastasia V. Kartasheva, Sojung Carol Park and Sojung Carol Park
University of Zurich, University of St. Gallen - I.VW-HSG and University of Pennsylvania - Applied Economics Department, The Wharton SchoolCalifornia State University, Fullerton - Department of Finance
Downloads 95 (374,999)
Citation 2

Abstract:

Loading...

credit rating agencies, rating standards, insurance, catastrophic risk

11.

Structure and Complexity of Global Insurance Groups

Number of pages: 39 Posted: 01 Feb 2022
Anastasia V. Kartasheva
University of St. Gallen - I.VW-HSG
Downloads 41 (568,385)

Abstract:

Loading...

global insurance market, insurers’ corporate structure and complexity, financial regulation

12.

Postponed Implementation

Number of pages: 34 Posted: 26 Dec 2006
Anastasia V. Kartasheva
University of St. Gallen - I.VW-HSG
Downloads 39 (578,684)

Abstract:

Loading...

sequential contracting, information externality, immediate and postponed implementation

13.

Insurers' Insolvency Prediction Using Random Forest Classification

Posted: 08 Dec 2013 Last Revised: 22 Feb 2015
Anastasia V. Kartasheva and Mikhail Traskin
University of St. Gallen - I.VW-HSG and Independent

Abstract:

Loading...

property-casualty insurance, insolvency prediction, Random Forest Classification