Anastasia V. Kartasheva

International Association of Insurance Supervisors, c/o Bank for International Settlements

Economic Advisor

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

11

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CITATIONS
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Top 24,030

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11

Scholarly Papers (11)

1.

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, International Association of Insurance Supervisors, c/o Bank for International Settlements and Georgia State University - Risk Management & Insurance Department
Downloads 751 (31,664)
Citation 5

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Ratings, competition, information disclosure, insurance

2.

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), International Association of Insurance Supervisors, c/o Bank for International Settlements and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 740 (32,274)
Citation 1

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

Insurers As Asset Managers and Systemic Risk

Kelley School of Business Research Paper No. 18-4, SMU Cox School of Business Research Paper No. 18-18
Number of pages: 58 Posted: 08 Jan 2018 Last Revised: 30 Mar 2018
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, International Association of Insurance Supervisors, c/o Bank for International Settlements, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 379 (75,161)

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Systemic risk, Financial stability, Inter-connectedness, Financial intermediaries, 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, International Association of Insurance Supervisors, c/o Bank for International Settlements, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 2 (650,813)
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Insurance companies., Inter-connectedness, Systemic risk; Financial stability

4.

Precision of Ratings

Number of pages: 66 Posted: 13 Mar 2013 Last Revised: 23 Jan 2019
Anastasia V. Kartasheva and Bilge Yilmaz
International Association of Insurance Supervisors, c/o Bank for International Settlements and University of Pennsylvania - Finance Department
Downloads 268 (111,112)
Citation 4

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credit rating agencies, rating precision, information intermediation

5.
Downloads 138 (204,436)

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 Business School - Department of Economics, Columbia Business School - Finance and Economics and International Association of Insurance Supervisors, c/o Bank for International Settlements
Downloads 125 (221,839)

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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
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 Business School - Department of Economics, Columbia Business School - Finance and Economics and International Association of Insurance Supervisors, c/o Bank for International Settlements
Downloads 11 (584,718)
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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 Business School - Department of Economics, Columbia Business School - Finance and Economics and International Association of Insurance Supervisors, c/o Bank for International Settlements
Downloads 2 (650,813)
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Contingent convertible capital securities; Bail-in

6.

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
International Association of Insurance Supervisors, c/o Bank for International Settlements
Downloads 112 (239,642)

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infrastructure financing, sequential mechanisms, investment promotion, information disclosure

7.

Sequential Common Agency: The Revelation Principle

Number of pages: 45 Posted: 21 Dec 2006
Anastasia V. Kartasheva
International Association of Insurance Supervisors, c/o Bank for International Settlements
Downloads 103 (254,149)
Citation 1

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

8.

Real Effects of Rating Standards for Catastrophic Risks

Number of pages: 52 Posted: 08 Dec 2013
Anastasia V. Kartasheva and Sojung Carol Park
International Association of Insurance Supervisors, c/o Bank for International Settlements and California State University, Fullerton - Department of Finance
Downloads 49 (389,670)

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rating standards, risk taking incentives, insurance, catastrophic risk

9.

Postponed Implementation

Number of pages: 34 Posted: 26 Dec 2006
Anastasia V. Kartasheva
International Association of Insurance Supervisors, c/o Bank for International Settlements
Downloads 36 (430,682)

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sequential contracting, information externality, immediate and postponed implementation

10.

Insurance in the Financial System

Number of pages: 76 Posted: 14 Mar 2019
Anastasia V. Kartasheva
International Association of Insurance Supervisors, c/o Bank for International Settlements
Downloads 15 (538,048)

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insurance, financial system, systemic risk

11.

Insurers' Insolvency Prediction Using Random Forest Classification

Posted: 08 Dec 2013 Last Revised: 22 Feb 2015
Anastasia V. Kartasheva and Mikhail Traskin
International Association of Insurance Supervisors, c/o Bank for International Settlements and Independent

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property-casualty insurance, insolvency prediction, Random Forest Classification