中国平安保险公司证券投资风险管理体系设计

发布时间：2018-08-31 07:41

【摘要】：随着金融市场的不断发展,我国保险行业的融资功能日益显现,保险公司有效运用资金进行证券投资的收益将会为我国保险行业提高收益、保障投保人安全的重要之柱。伴随着保险资金越来越多的涌入证券市场,我国保险行业资金运用过程中所面临的风险也不断加大。可以说,构建完善的保险行业证券投资风险管理体系,可以切实有效的增加保险公司的投资收益、增强保险公司的偿付能力以及推动我国保险行业的发展具有重要的意义。本文以中国平安保险公司证券投资资金运用为研究对象,基于VaR风险管理理论剖析我国平安保险公司资金用于证券投资的现状及管理中存在的问题,旨在构建日臻完善的证券投资风险管理体系。本文以资金运用证券投资中存在的风险与收益相关关系为出发点,以寻求问题的解决对策和风险管理体系的设计为核心,综合运用了经济学、保险学、投资学和管理学的相关理论,期望能够更加有效地利用计量经济学方法对各种不同种类的风险进行定量分析,以有效的达到定性分析与定量分析相结合的目的。本文主要论述以下方面：首先,对VaR模型的定义、影响因素以及应用领域进行简要介绍,着重构建VaR模型应用于我国保险投资风险控制的理论基础；其次,通过搜集资料,深入调研等方法,对中国平安保险公司投资证券行业的现状进行深入的分析；最后,设计了中国平安保险公司证券投资风险管理体系。本文力求实现理论与实践的全面结合,设计出更为完善的中国平安保险公司证券投资风险管理体系,期望能够为构建适合我国国情的保险投资风险管理体系提供参考和帮助。
[Abstract]:With the development of financial market, the financing function of insurance industry in our country is becoming more and more obvious. The income of the insurance company using funds effectively to carry on the securities investment will improve the income for the insurance industry of our country and ensure the safety of the policy holder. With more and more insurance funds pouring into the securities market, the risks in the use of insurance funds in China are also increasing. It can be said that the construction of a sound risk management system of securities investment in insurance industry can effectively increase the investment income of insurance companies, enhance the solvency of insurance companies and promote the development of the insurance industry in China. Based on the theory of VaR risk management, this paper analyzes the current situation and problems in the management of Ping an Insurance Company's securities investment in China, taking the use of securities investment funds of Ping an Insurance Company of China as the research object, based on the theory of VaR risk management. The aim is to construct a perfect risk management system of securities investment. This paper takes the relationship between risk and income in the investment of fund utilization as the starting point, taking the solution to the problem and the design of the risk management system as the core, and synthetically applies economics and insurance. The related theories of investment and management expect to use econometrics more effectively to make quantitative analysis of various kinds of risks in order to achieve the purpose of combining qualitative analysis with quantitative analysis. This paper mainly discusses the following aspects: firstly, the definition, influencing factors and application fields of VaR model are briefly introduced, and the theoretical basis of applying VaR model to risk control of insurance investment in China is constructed. The present situation of China Ping an Insurance Company's investment in securities industry is analyzed in depth. Finally, the risk management system of China Ping an Insurance Company's securities investment is designed. This paper tries to realize the comprehensive combination of theory and practice, and designs a more perfect risk management system of China Ping an Insurance Company's securities investment, which is expected to provide reference and help for the construction of insurance investment risk management system suitable for China's national conditions.
【学位授予单位】：西北大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F842.3;F832.51;F224

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