寿险资金运用的风险限额管理  

Risk Limits Management in Investment of Life Insurance Funds

作　　者：伍华生 黄海平[1] 

机构地区：[1]泰康资产管理有限公司,北京100033

出　　处：《保险研究》2011年第11期48-53,共6页Insurance Studies

摘　　要：资金运用风险是寿险公司面临的两大最主要风险之一,加强资金运用风险管理对确保寿险公司持续稳健经营至关重要。风险限额管理作为风险管理的核心内容,是风险管理体系中不可或缺的组成部分。建立一个科学、可操作和有效的风险限额管理体系,为寿险资金运用风险管理提供控制标准,是决定风险管理成效的关键环节。本文借鉴风险限额分配模型,总结寿险资金运用风险管理实践经验,探讨了寿险资金运用的风险限额管理体系的建立和运用等内容,对完善寿险公司资金运用的风险管理体系和强化风险限额管理具有参考意义。Investment risk and underwriting risk are the two most important types of risks that life insurance companies confront with. Strengthening the management of investment risk is of prime importance for maintaining the companies＇ sustainable and stable operation. Risk limits management is an indispensable part of a risk management system. Building a scientific and effective risk limits management system to provide risk management standard become the major determinants of risk management performance. This paper was based on risk limits allocation model as well as practical experiences of risk management with life insurance investment, and studied the construction and utilization of risk limits management system in investment risk management of life insurers, in order to provide some insights for improving the abilities of investment risk management and strengthen risk limits management in life insurance companies.

关 键 词：风险限额 VAR 风险分配 经济资本 

分 类 号：F840.62[经济管理—保险]