中国国内系统重要性保险机构评估与分析——基于指标法与主成分分析法  

Assessment and Analysis of Domestic Systemically Important Insurers——Based on Index Method and Principal Components Analysis

作　　者：朱南军[1] 周娜 邓博文 ZHU Nan-jun;ZHOU Na;DENG Bo-wen

机构地区：[1]北京大学经济学院 [2]中国保险信息技术管理有限责任公司

出　　处：《保险研究》2018年第11期29-40,共12页Insurance Studies

基　　金：国家社科基金重大项目(编号:13&ZD042);中国教育部重大研究课题"我国商业养老保险制度体系与运行机制研究"(编号:14JZD027);原中国保监会部级课题研究项目"系统重要性保险机构监管研究";北京社会科学基金研究基地项目"京津冀一体化社会保障问题研究"(编号:16JDYJB003)

摘　　要：本文借鉴IAIS评估G-SIIs的指标体系,针对中国保险机构的经营特点,构建了由规模、业务范围、关联性、非传统非保险业务和可替代性五类指标构成的指标体系,并利用2013和2014年的经营数据对10家保险集团、66家寿险公司和64家财险公司进行系统重要性评估,结果显示保险机构系统重要性排名在时间跨度上的变化较小,但保险集团与子公司之间的差异较大,因此国内系统重要性保险机构的评估与监管应当区分保险集团和保险公司,二者不可相互替代。不同评估方法的结果对比显示,指标权重的变化对评估结果的影响较小。Based on the IAIS parameters for assessing the G-SIIs and the operational features of Chinese insurance enterprises,the paper established an index system composed of scale,scope of business,interconnectedness,non-traditional and non-insurance business and substitutability,and conducted D-SII assessment of 10 insurance groups,66 life insurers and 64 P&C insurers in China with the data of 2013 and 2014. The results showed that the D-SII ranking of an insurer over the span of time changed little,but the insurance group evaluation results were quite different with its subsidiaries,therefore we should distinguish the insurance group and the insurance company for D-SII assessment and supervision and they shouldn’t replace each other. The comparison of the results of different methods indicated that index weighting changes had little impacts on the evaluation results.

关 键 词：系统重要性保险机构 指标法 主成分分析 

分 类 号：F840.3[经济管理—保险] G18[文化科学]