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寿险公司通常面临4大风险:(1)C-1类,即信用风险;(2)C-2类,即保险风险;(3)C-3类,即利率风险;(4)C-4类,即一般风险(也称系统风险)。利率风险,指市场利率波动导致的公司资产与负债不匹配风险,与公司实际资产与负债的构成及相互间关系密切相关。通过本文将阐述C-3类风险的产生根源,结合国际防范利率风险的成功经验,初步探讨国内寿险业资产与负债匹配方面的尝试性做法。
Life insurance companies typically face four major risks: (1) C-1 credit risk; (2) C-2 insurance risk; (3) C-3 interest rate risk; (4) C-4 Class, that is, general risk (also known as system risk). Interest rate risk refers to the risk of mismatching assets and liabilities of a company caused by market interest rate fluctuations and is closely related to the composition and mutual relationship of actual assets and liabilities of the Company. Through this article, we will explain the root causes of C-3 risks and the tentative practices of matching the assets and liabilities of the domestic life insurance industry with the successful experience of international interest rate risk prevention.