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经济资本、风险测度与保险公司的价值管理 被引量:5

Economic Capital,Risk Measure and the Value Management of Insurance Companies
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摘要 传统的风险管理模式已经不能适应保险公司发展的需要。经济资本管理已经成为国际保险业风险与资本管理领域的核心工具。保险公司经营的特殊性决定了保险公司要实施经济资本管理。经济资本可以广泛地应用于内部资本充足率管理和价值创造管理,为保险公司的关键决策提供依据。经济资本管理体系核心是准确计量风险、优化资本配置与评估风险调整绩效。中国保险业要实施经济资本管理,必须要统一认识,整合资源,优化组织结构,积极推动经济资本管理体系建设。 The economic capital management is the consistent method and practice to assess risks for financial institutions, and to cover the impact of risk-taking activities with the capital. At present, the economic capital management has become a core tool in the field of risk and capital management for international insurance industry. Compared with foreign countries, China's insurance industry's managerial techniques, such as risk assessment and quantification, and management concepts of risk management, are relatively backward. Taking account of the traditional risk management model which has been unable to meet needs of insurance companies for their development, when business environment for China's insurance companies have been undergoing the profound changes. This paper draws on internationally accepted economic capital management techniques on the one hand, on the other hand, develops economic capital management's mentality and technical scheme which may be applied to insurance companies combined with the development of China's insurance companies, clarifies the causation of China's insurance companies' lagging acquaintanceship of risk management, and puts forward feasible risk management techniques which is based on economic capital management
作者 杨明亮
出处 《广东金融学院学报》 CSSCI 北大核心 2009年第6期111-126,共16页 Journal of Guangdong University of Finance
关键词 保险公司 经济资本 资本配置 价值管理 insurance company economic capital capital allocation value management
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参考文献5

  • 1Bank for International Settlements, 2009. Range of Practices and Issues in Economic Capital Frameworks, http://bis. org/publ/bcbsl43. htm. 被引量:1
  • 2Andrew Kuritzkes, Til Schuermann, Scott M. Weiner, 2002. Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates, Center for Financial Institutions Working Papers with number 03-02. 被引量:1
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