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

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3,655

SSRN CITATIONS
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Top 10,733

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48

CROSSREF CITATIONS

67

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 936 (30,067)
Citation 40

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

2.

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 763 (39,878)
Citation 11

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Ratings, competition, information disclosure, insurance

3.
Downloads 679 ( 44,726)
Citation 17

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: 71 Posted: 08 Jan 2018 Last Revised: 23 Jun 2020
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 677 (46,270)
Citation 19

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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, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 2 (793,328)
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Insurance companies., Inter-connectedness, Systemic risk; Financial stability

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 335 (109,969)
Citation 17

Abstract:

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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 279 (133,613)

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pandemic insurance, catastrophe risk transfer, private-public partnerships

6.
Downloads 226 (164,669)
Citation 8

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 University of St. Gallen - I.VW-HSG
Downloads 201 (183,725)

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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 2021
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 University of St. Gallen - I.VW-HSG
Downloads 23 (620,650)
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 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 University of St. Gallen - I.VW-HSG
Downloads 2 (793,328)
Citation 4
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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 115 (289,896)

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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 107 (304,867)

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

9.

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 and Sojung Carol Park
University of Zurich, University of St. Gallen - I.VW-HSG and California State University, Fullerton - Department of Finance
Downloads 69 (397,887)
Citation 2

Abstract:

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credit rating agencies, rating standards, insurance, catastrophic risk

10.

Structure and Complexity of Global Insurance Groups

Number of pages: 28 Posted: 05 Mar 2020
Anastasia V. Kartasheva and Kristina Micic
University of St. Gallen - I.VW-HSG and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 55 (445,450)

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global insurance groups, internal capital market, global risk sharing, systemic risk

11.

Insurance in the Financial System

Number of pages: 76 Posted: 14 Mar 2019
Anastasia V. Kartasheva
University of St. Gallen - I.VW-HSG
Downloads 53 (452,821)
Citation 4

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insurance, financial system, systemic risk

12.

Postponed Implementation

Number of pages: 34 Posted: 26 Dec 2006
Anastasia V. Kartasheva
University of St. Gallen - I.VW-HSG
Downloads 38 (516,782)

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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

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property-casualty insurance, insolvency prediction, Random Forest Classification