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Title:	風險基礎資本與涉險值運用在保險監理上之比較 The Comparison of RBC and VaR in the Insurance Regulation
Authors:	林姿婷 Lin, Tzy-Ting
Contributors:	蔡政憲林姿婷 Lin, Tzy-Ting
Keywords:	保險監理風險基礎資本風險值涉險值 Insurance Regulation Risk-Based Capital (RBC) Value-at-Risk (VaR)
Date:	2001
Issue Date:	2016-04-18 16:29:10 (UTC+8)
Abstract:	確保保險公司之清償能力是保險監理單位之首要目標，監理單位使用各種不同的監理制度以確保保險公司的財務體質，並防止保單持有人因為保險公司失去清償能力所遭致之損失。在各種監理制度中，RBC監理制度主要是衡量保險公司的資本適足性並且提供監理單位採取相關監理行動的準則；VaR監理制度則是目前銀行業之監理所嘗試採取的新監理方式，而且VaR也被廣泛運用在銀行內部的風險管理系統中，由銀行監理的發展趨勢看來，可以預期保險監理將來也會以VaR監理制度為主。 Assuring insurance company solvency has always been the focal point of insurance regulation. Regulators use various methods to promote insurers` financial strength and protect policyholders from losses due to insolvency. Among these methods, risk-based capital (RBC) is used to measure the insurer`s capital adequacy and provide the relative action rule for the regulator, and the VaR (value-at-risk) regulation is new regulatory type the bank regulator attempt to adopt. Besides the regulatory application, VaR is also used in bank`s risk management system broadly. We can expect the VaR-type regulation will be the new insurance regulation in the future according to the development of bank`s regulation.
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Description:	碩士國立政治大學風險管理與保險研究所 87358007
Source URI:	http://thesis.lib.nccu.edu.tw/record/#A2002001481
Data Type:	thesis
Appears in Collections:	[Department of Risk Management and Insurance] Theses

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