“偿二代”监管体系下寿险公司的风险管理研究
投稿时间:2017-10-31  修订日期:2017-10-31  点此下载全文
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孙武军 南京大学经济学院 210093
基金项目:中国保险学会教保人身2017年度课题(编号:Jiaobao2017-05)、中国特色社会主义经济建设协同创新中心和江苏省优势学科建设工程(PAPD)的资助
中文摘要:寿险业是我国保险市场的重要组成部分,近十年来发展迅速,保费规模、保障程度及资产规模日益扩大。随着经济发展进入新常态,已有的监管体系“偿一代”已无法适应当前以及未来寿险业风险管理的要求。2016年,以全面风险管理为导向的“偿二代”正式实施,给我国寿险公司的风险管理带来了深刻影响。文章主要从负债端、资产端和公司风险管理三个方面分析了“偿二代”对寿险公司风险管理的作用路径及影响。研究发现,在“偿二代”下寿险公司在负债端的风险管理重点应在于着力优化并调整产品结构,使得长期期缴业务成为核心;在资产端的风险管理重点应在于提升权益投资和另类投资比例;在公司的风险管理上应逐步加强完善风险管理框架,不断提高全面风险管理能力。最后,文章针对“偿二代”仍存在的不足以及实施过程中出现的问题进行了分析并提出了相关的政策建议。
中文关键词:偿二代  寿险公司  风险管理  资产端  负债端
 
Risk Management of Life Insurance Companies under the System of “C-ROSS”
Abstract:Life insurance industry is an important part of China's insurance market. It has developed rapidly in the past decade with the scale of premium, asset and the degree of security been daily expanded. However, with the economy entering the " New Normalcy", the" First-Generation Solvency Supervision System” has been unable to meet the current and future needs of the risk management of insurance industry. The formal implementation of “C-ROSS” in 2016 which is risk oriented has had profound impacts on the risk management of life insurance companies. This paper mainly analyzes the action paths and influences of “C-ROSS” on the management of the life insurance company from three aspects: the liability end, the asset end and the companies’ risk management. The results show that life insurance companies tend to adjust to optimize the product structure, business, and the long-term business has become the core. In addition, in the asset end, the proportions of equity investment and alternative investment in life insurance companies need to be increased substantially. Moreover, the life insurance companies ought to perfect the risk management framework and improve the ability of comprehensive risk management. Finally, this paper analyzes the deficiencies of “C-ROSS “and the problems generated in the implementation process and puts forward some relevant policy suggestions.
keywords:C-ROSS  Life insurance company  Risk management  Asset  Liability.
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