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一、利率风险 利率是国家调整宏观经济的杠杆,国家为了达到宏观调控的目的,频繁地使用利率杠杆来调节资金供求。因而,利率是保险公司不可控制的外部变量。保险公司所面临的利率风险指的就是利率变动对资产、负债价值造成负面影响的风险,也称资产负债匹配风险。当利率上升时,资产、负债的价值都会下降,此时的利率风险指的是资产价值下降超过负
First, the interest rate risk Interest rate is the national macro-economic leverage, the state in order to achieve the purpose of macro-control, frequent use of interest rate leverage to regulate the supply and demand of funds. Therefore, the interest rate is an external variable that the insurance company can not control. Interest rate risk faced by insurance companies refers to the risk that the interest rate changes have a negative impact on the value of assets and liabilities, also known as asset and liability matching risk. When interest rates rise, the value of assets and liabilities will decline. At this time, the interest rate risk refers to the asset value drops more than negative