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Tag Archives: Quantile VAR

Macroeconomics and Monetary Policy

When Banks and Insurers Move Together: Why Systemic Risk Lives in the Tails?

Posted on January 19, 2026February 25, 2026 by Noureddinne Benlagha, Fahad Shafiq, Rashid Hassan Al-Derham and Nur Ain Shahrier
19
Jan

Why bank–insurance linkages matter more than ever? The global financial system no longer operates in silos. Over the past two decades, a significant convergence has occurred: banks have expanded into insurance and asset management, while insurers have deepened their presence in capital markets through corporate bonds, private equity, derivatives, and structured products (Bernardi & Petrella, […]

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Posted in Macroeconomics and Monetary Policy  |  Tagged banking, FinancialStability, Insurance, MacroprudentialPolicy, Quantile VAR, seacen, Systemic Risk
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The South East Asian Central Banks (SEACEN) Research and Training Centre (80416-M)

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