The Geneva Papers on Risk and Insurance Issues and Practice - Table 3 for article: Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy

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Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy

Paul Kupiec and David Nickerson

Table 3. Risk market transactions between banks and insurers

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1999		1994
Counterparty	Insurers using counterparty	Counterparty	Insurers using counterparty
Deutsche Bank	99	Credit Suisse	27
UBS	79	Chemical Bank	21
Credit Suisse	78	Barclays Bank	20
Bank of America	51	Citibank	18
Barclays Bank	39	Chase	15
Banque Paribas	31	Deutsche Bank	14
Citibank	31	UBS	12
ABN Amro	23	Royal Bank of Canada	11
Credit Lyonnais	11	Bank of America	10
Bank One	10	Bank One	8

The 10 internationally active banks most heavily used as counterparties, in OTC derivative contracts, by insurance and reinsurance firms operating in the United States, as of year-end 1994 and 1999.

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TABLE 3

Insurers are not Banks: Assessing Liquidity, Efficiency and Solvency Risk Under Alternative Approaches to Capital Adequacy

Table 3. Risk market transactions between banks and insurers