中国保险集团控股公司综合金融风险甄别——以平安保险集团为例  

Research on Financial Risk Management of Insurance Holding Companies——A Case Study of Ping An Insurance Group

作　　者：王培辉[1] 袁薇[1] WANG Peihui;YUAN Wei(School of Economics,Heibei University,Baoding,Hebei 071002,China)

机构地区：[1]河北大学经济学院,河北保定071002

出　　处：《财经理论与实践》2018年第4期52-58,共7页The Theory and Practice of Finance and Economics

基　　金：国家社会科学基金青年项目(14CJY073)

摘　　要：使用Shapley值分解法评估平安集团五家控股子公司系统重要性,分析平安集团内部金融风险结构特征。结果显示:平安集团风险集中度较高;规模对控股子公司重要性有较大影响;平安集团风险主要来自于银行业务、寿险业务和信托业务。保险集团强化风险管理应注重系统重要性控股子公司识别与风险管控,注意保险集团内部各类业务间交叉金融风险识别与防范,健全完善集团内部风险管理控制系统。监管部门应构建综合金融监管部门,加强保险集团监管。In this paper,we use Shapley value method to evaluate the importance of the five holding subsidiaries,and analyze the structural characteristics of the financial risk of Ping An Insurance Group.The results show that Ping An Insurance Group has a high degree of risk concentration,and the scale affect the importance of holding subsidiaries.The risk of Ping An Group is mainly from the banking business,life insurance business and trust business.In order to strengthen risk management,we should pay attention to systemically important subsidiaries,cross financial risk,and internal risk management system.We should build a comprehensive financial supervision department and strengthen the supervision of the insurance group.

关 键 词：保险集团公司 SHAPLEY值 综合金融风险 系统重要性 

分 类 号：F840.323[经济管理—保险]