我国保险公司操作风险度量的新思路——来自欧盟的经验

Reflection on Operational Risk Measurement of China's Insurance Companies——Experience from the European Union

作为影响保险公司偿付能力重要因素之一的操作风险,近年来日益受到各国监管部门和保险公司风险管理者的重视。国际保险业发达国家已在操作风险度量方面积极实践,取得丰硕成果。本文在对欧盟Sol-vencyII中操作风险监管的标准法详细介绍的同时,分析了我国保险公司实施高级法存在的困难。在此基础上提出了发展我国保险公司操作风险度量的思路,以期能为我国保险公司的监管者和管理者提供借鉴。

As an important factor affecting the solvency of insurance companies, operational risk has received much attention in recent years from foreign regulatory agencies and insurance companies. Especially, countries with developed insurance industries have participated actively in the practice of operational risk measurement and thus achieved fruitful results. The paper introduces the standard method of operational risk regulation in the EU Solvency II, and analyzes the difficulty in the implementation of senior method in China＇s insurance industry. On this basis, it proposes a series of ideas to guide the quantitative assessment of operational risk, in the hope of providing reference for regulators and managers in China＇s insurance industry.