期刊文献+

经济资本、企业风险管理与保险公司绩效 被引量:6

Economic Capital,Enterprise Risk Management,and Performance of Insurance Companies
原文传递
导出
摘要 经济资本作为企业风险管理的核心支柱,补充形成了整合风险与收益的企业风险管理分析框架。在此框架中,经济资本测算、经济资本配置与经济资本绩效考核过程本质上就是企业风险管理过程。实施方式方面,COSO的八要素有助于理解保险公司基于经济资本的风险管理实施方式。提升公司绩效方面,经济资本能够通过强化资本及风险约束意识、参与产品定价与交易决策、优化绩效考核体系等途径影响保险公司的绩效。 As a central pillar of enterprise risk management,economic capital will be added to form the int enterprise risk management framework containing risk and return analysis. In this framework, the economic egrated capital calculation, economic capital allocation and performance assessment are essentially the enterprise risk management process. COSO elements help to understand insurance companies' risk management implementation based on economic capital. On enhancing the company's performance ,the economic capital can impact the insurance company' s performance by strengthening risk awareness, product pricing and trading decisions, and optimizing the performance appraisal system.
作者 郭祥
出处 《保险研究》 北大核心 2011年第12期26-32,共7页 Insurance Studies
基金 国家社科基金重点项目(11AJY014) 中国人民财产保险股份有限公司灾害研究基金项目支持
关键词 经济资本 企业风险管理 保险公司绩效 economic capital enterprise risk management insurance company performance
  • 相关文献

参考文献21

  • 1刘建德.经济资本——风险和价值管理的核心[J].国际金融研究,2004(8):44-49. 被引量:55
  • 2邹志明.经济资本配置:商业银行绩效评估与考核的核心[J].金融与经济,2006(7):20-22. 被引量:15
  • 3Artzner P, Delbaen F, Eber J M, Heath D. Coherent Measures of Risk, Mathematical Finance , 1999, ( 3 ) : 208 - 226.
  • 4Carol Alexander, Bayesian Methods for Measuring Operational Risk, Discussion Papers in Finance ,2000.
  • 5Charles Smithson, et al. , Result from the 2002 Survey of Credit Portfolio Management Practices. International Association of Credit Portfolio Managers,2002.
  • 6Chris Matten," Managing Bank Capital:Capital Allocation and Performance Measurement", John Wiley & Sons Inc. ,2002.
  • 7Cruz Marcelo, Modeling, Measuring and Heding Operational Risk, Bayesian Techniques in Operational Risk, John Wiley&Sons Inc. ,2002,pp. 177 - 190.
  • 8Denault D. Coherent Allocation of Risk Capital,Journal of Risk,2005, ( 1 ) :7 -21.
  • 9Doherty H A. Integrated Risk Management, New York : McGraw-Hill ,2000,1 - 52.
  • 10Emmer Susanne; Tasche Dirk, Calculating credit risk capital charges with the one-factor model, Journal of Risk, 2005, pp. 85 - 95.

二级参考文献1

  • 1陈小宪.风险、资本、市值——中国商业银行实现飞跃的核心问题[M].中国金融出版社,2004.2.

共引文献68

同被引文献44

引证文献6

二级引证文献15

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部