Anastasia Kartasheva

University of St. Gallen - School of Finance

Unterer Graben 21

St. Gallen, 9000

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

Joshua J. Harris Alternative Investment Program

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

  • University of St. Gallen - School of Finance

  • Swiss Finance Institute

  • Joshua J. Harris Alternative Investment Program

SCHOLARLY PAPERS

18

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10,513

TOTAL CITATIONS
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Top 6,895

in Total Papers Citations

124

Scholarly Papers (18)

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1.

The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation

Swiss Finance Institute Research Paper No. 23-32, Journal of Applied Corporate Finance, Forthcoming
Number of pages: 19 Posted: 17 May 2023
Patrick Bolton, Anastasia Kartasheva and Wei Jiang
Imperial College London, University of St. Gallen - School of Finance and Emory University Goizueta Business School
Downloads 3,520 (7,133)
Citation 4

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Contingent convertible capital securities, bank fragility, recapitalization, too-big-to-fail, AT1

2.

CoCos: A Primer

BIS Quarterly Review September 2013
Number of pages: 14 Posted: 16 Sep 2013
Stefan Avdjiev, Anastasia Kartasheva and Bilyana Bogdanova
Bank for International Settlements (BIS), University of St. Gallen - School of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,373 (31,088)
Citation 48

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

3.

Insurers As Asset Managers and Systemic Risk

Downloads 1,263 (32,135)
Citation 19

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
Andrew Ellul, Chotibhak Jotikasthira, Anastasia Kartasheva, Christian T. Lundblad and Wolf Wagner
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of St. Gallen - School of Finance, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 1,260 (34,679)
Citation 19

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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
Chotibhak Jotikasthira, Andrew Ellul, Anastasia Kartasheva, Christian T. Lundblad and Wolf Wagner
Southern Methodist University (SMU) - Finance Department, Indiana University - Kelley School of Business - Department of Finance, University of St. Gallen - School of Finance, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
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Insurance companies., Inter-connectedness, Systemic risk; Financial stability

4.

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 Kartasheva and Richard D. Phillips
University of Pennsylvania - Insurance & Risk Management Department, University of St. Gallen - School of Finance and Georgia State University - Risk Management & Insurance Department
Downloads 814 (65,237)
Citation 11

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Ratings, competition, information disclosure, insurance

5.

Insurance in the Financial System

Number of pages: 76 Posted: 14 Mar 2019
Anastasia Kartasheva
University of St. Gallen - School of Finance
Downloads 576 (101,938)
Citation 2

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insurance, financial system, systemic risk

6.

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 Kartasheva and Bilge Yilmaz
University of St. Gallen - School of Finance and University of Pennsylvania - Finance Department
Downloads 545 (109,209)
Citation 16

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credit rating agencies, rating precision, information intermediation

7.

The supply of cyber risk insurance *

Swiss Finance Institute Research Paper No. 23-118
Number of pages: 60 Posted: 05 Jul 2023 Last Revised: 13 Jun 2024
Martin Eling, Anastasia Kartasheva and Dingchen Ning
University of St. Gallen - Institute of Insurance Economics, University of St. Gallen - School of Finance and Institute of Insurance Economics, University of St. Gallen
Downloads 491 (124,398)
Citation 2

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cyber risk insurance, large risks financing, internal capital market, reinsurance, information frictions. JEL classification: G22, G32, L11, G22

8.

Insurability of Pandemic Risks

Number of pages: 42 Posted: 16 Dec 2020 Last Revised: 03 Jul 2023
Helmut Gründl, Danjela Guxha, Anastasia Kartasheva and Hato Schmeiser
Goethe University Frankfurt - Department of Finance, University of St. Gallen, University of St. Gallen - School of Finance and University of Münster - Faculty of Economics
Downloads 467 (131,765)
Citation 12

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pandemic insurance, catastrophe risk transfer, private-public partnerships

9.

Coco Issuance and Bank Fragility

Downloads 404 (156,197)
Citation 5

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 Kartasheva
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Imperial College London, Emory University Goizueta Business School and University of St. Gallen - School of Finance
Downloads 292 (220,806)

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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 Last Revised: 28 Jan 2023
Stefan Avdjiev, Bilyana Bogdanova, Patrick Bolton, Wei Jiang and Anastasia Kartasheva
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Imperial College London, Emory University Goizueta Business School and University of St. Gallen - School of Finance
Downloads 108 (542,112)
Citation 2

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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 Kartasheva
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Imperial College London, Emory University Goizueta Business School and University of St. Gallen - School of Finance
Downloads 4 (1,358,346)
Citation 3
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Contingent convertible capital securities; Bail-in

10.

Strategic Claim Payment Delays: Evidence from Property and Casualty Insurance

Swiss Finance Institute Research Paper No. 25-14, SMU Cox School of Business Research Paper No. 25-4
Number of pages: 54 Posted: 28 Jan 2025 Last Revised: 14 Apr 2025
Chotibhak Jotikasthira, Anastasia Kartasheva, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of St. Gallen - School of Finance, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 227 (294,031)

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Claim payments, Delays, Financial constraints

11.

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 Kartasheva, Sojung Carol Park and Sojung Carol Park
European Central Bank (ECB), University of St. Gallen - School of Finance and University of Pennsylvania - Applied Economics Department, The Wharton SchoolCalifornia State University, Fullerton - Department of Finance
Downloads 166 (382,106)
Citation 2

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credit rating agencies, rating standards, insurance, catastrophic risk

12.

Structure and Complexity of Global Insurance Groups

Number of pages: 39 Posted: 01 Feb 2022
Anastasia Kartasheva
University of St. Gallen - School of Finance
Downloads 165 (384,145)
Citation 1

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

13.

Sequential Common Agency: The Revelation Principle

Number of pages: 45 Posted: 21 Dec 2006
Anastasia Kartasheva
University of St. Gallen - School of Finance
Downloads 152 (411,924)

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

14.

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 Kartasheva
University of St. Gallen - School of Finance
Downloads 139 (442,579)

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infrastructure financing, sequential mechanisms, investment promotion, information disclosure

15.

Who Monitors Climate Risk of Financial Institutions? Evidence From Catastrophe Risks in Insurance

Swiss Finance Institute Research Paper No. 24-38
Number of pages: 83 Posted: 16 Jul 2024
Christoph Basten and Anastasia Kartasheva
European Central Bank (ECB) and University of St. Gallen - School of Finance
Downloads 88 (626,185)

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climate change and insurance, regulatory capital requirements, credit rating agency, G22, G32, L11

16.

Postponed Implementation

Number of pages: 34 Posted: 26 Dec 2006
Anastasia Kartasheva
University of St. Gallen - School of Finance
Downloads 62 (750,107)

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sequential contracting, information externality, immediate and postponed implementation

17.

Does Competition Improve Ratings?

Downloads 61 (756,367)
Citation 2

Does Competition Improve Ratings?

Number of pages: 38 Posted: 06 Mar 2007
Neil A. Doherty, Anastasia Kartasheva and Richard D. Phillips
University of Pennsylvania - Insurance & Risk Management Department, University of St. Gallen - School of Finance and Georgia State University - Risk Management & Insurance Department
Downloads 50 (851,454)
Citation 1

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rating agency, precision and disclosure of information, competition

Does Competition Improve Ratings?

Number of pages: 38 Posted: 22 Mar 2007
Neil A. Doherty, Anastasia Kartasheva and Richard D. Phillips
University of Pennsylvania - Insurance & Risk Management Department, University of St. Gallen - School of Finance and Georgia State University - Risk Management & Insurance Department
Downloads 11 (1,295,942)
Citation 1

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rating agency, competition, precision and disclosure of information

18.

Insurers' Insolvency Prediction Using Random Forest Classification

Posted: 08 Dec 2013 Last Revised: 22 Feb 2015
Anastasia Kartasheva and Mikhail Traskin
University of St. Gallen - School of Finance and Independent

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property-casualty insurance, insolvency prediction, Random Forest Classification