基于风险的保险公司偿付能力框架研究

基于风险的保险公司偿付能力框架既可以作为监管机构考量保险公司资本充足性的外部模型,又可以作为保险公司进行全面风险管理的内部模型,是保险偿付能力框架的发展方向。本文以欧洲偿付能力标准Ⅱ和瑞士偿付能力测试为基础,对基于风险的偿付能力框架进行了深入的研究。首先,对这一框架进行了介绍,并对几个核心问题展开了进一步探讨。进而,对这一框架对保险业可能造成的影响进行了分析。在此基础上,提出我国当前并不具备实行该框架的条件,并建议在一个较长的时间内,逐步实现向风险模型的转变。

Risk based solvency framework can be used not only as an external model for regulation of insurance companies＇ solvency adequacy but also as an internal model for an insurance company＇s comprehensive risk management. Risk based solvency framework is the direction of development for solvency framework. This paper analyzed the risk based solvency framework on the basis of Solvency Ⅱ and Swiss Solvency Test. Firstly, it introduced the risk based solvency framework and elaborated on several key issues, Secondly, it discussed possible impacts that this framework might have on the insurance indus- try. It concluded that China hadn＇t reached the stage to apply the risk based framework now and suggested that we should transit to this solvency framework gradually in a long period.