偿二代监管体系下ABC保险公司操作风险管理

发布时间：2018-12-31 19:52

【摘要】：2016年,保险行业第二代偿付能力监管体系正式实施,偿二代体系的实施标志着我国保险行业由规模为导向的评价体系,向风险为导向的评价体系正式转变。按照偿二代监管要求,保险公司将风险分为7大类别,操作风险作为风险类别之一,对保险公司的经营管理起到举足轻重的作用。2016年,我国保险行业保费规模越居全球第二位,随着保费规模的扩大,国内保险业务进入操作风险高发期,与其他风险类别不同,操作风险具有涉及范围广,影响因素多,缺乏历史数据等特点,我国保险公司操作风险的管理理念和管理技术仍较为落后,目前无法采用合理的定量方法对操作风险进行计量。因此,系统提高操作风险管理水平,增强保险公司偿付能力,已经成为亟待解决的课题。本文以操作风险相关理论为基础,以ABC保险公司为研究对象,在实地调查分析的基础上,按照偿二代下影响保险公司的业务分类,从承保、销售、理赔管理、再保险、资金运用、公司治理、财务管理、准备金、信息系统9个项目出发,全面识别影响ABC保险公司的操作风险因素。然后,运用层次分析法确定风险因素权重,并对ABC保险公司操作风险管理现状进行模糊评价。最后,针对ABC保险公司的操作风险管理现状,从加强操作风险指标监测、优化制度流程管理、加快信息系统建设等方面提出操作风险管理建议。总之,本文运用风险管理理论及方法进行ABC保险公司操作风险全过程管理研究,切实提高了 ABC保险公司操作风险管理水平,成果可为保险行业的管理者和监管者提供借鉴。
[Abstract]:In 2016, the second generation solvency supervision system of insurance industry was formally implemented. The implementation of the second generation system marks the transformation from scale oriented evaluation system to risk oriented evaluation system in China's insurance industry. In accordance with the second generation regulatory requirements, insurance companies divide risk into seven categories, and operational risk as one of the risk categories plays an important role in the operation and management of insurance companies. The scale of insurance premium in our country is more and more the second in the world. With the expansion of premium scale, the domestic insurance business enters into the period of high operating risk, which is different from other risk categories, and the operational risk has a wide range and many influencing factors. Due to the lack of historical data, the management concept and technology of operational risk of insurance companies in China are still relatively backward, so it is impossible to measure the operational risks by using reasonable quantitative methods. Therefore, improving the level of operational risk management and enhancing the solvency of insurance companies has become an urgent task to be solved. Based on the theory of operational risk, this paper takes ABC insurance company as the research object, based on the field investigation and analysis, according to the business classification of the insurance company under the second generation, from underwriting, sales, claim management, reinsurance, Capital application, corporate governance, financial management, reserve, information system 9 projects, the overall identification of ABC insurance company operational risk factors. Then, AHP is used to determine the weight of risk factors, and fuzzy evaluation of operational risk management status of ABC insurance company is carried out. Finally, according to the current situation of operational risk management of ABC insurance company, the paper puts forward some suggestions on operational risk management from the aspects of strengthening the monitoring of operational risk indicators, optimizing the system process management, and speeding up the construction of information system. In a word, the whole process of operation risk management of ABC insurance company is studied by using the theory and method of risk management, and the operating risk management level of ABC insurance company is improved. The results can be used as a reference for managers and regulators of insurance industry.
【学位授予单位】：北京化工大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F842.3

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