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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/86594


    Title: 資產負債管理--平均存續期間在壽險監理運用上之研究
    The assest - liability management on the regulation of life insurance company
    Authors: 賴幸瑜
    Lai, Shin-Yu
    Contributors: 賴本隊
    賴幸瑜
    Lai, Shin-Yu
    Keywords: 資產負債管理
    壽險監理
    期間分析
    Assest - liability management
    Regulation of life insurance company
    Analysis of duration
    Date: 1996
    Issue Date: 2016-04-27 14:59:30 (UTC+8)
    Abstract: 過去二十年以來,美國金融機構的財務狀況不斷遭遇挑戰,許多同業或相關行業紛紛發生財務危機甚至破產,其間不乏一些知名大公司,探究原因發現利率是大元凶,因在一九七O年代末至一九八O年代利率產生劇烈變化,面對利率如此驟變,對其業務與利率有息息相關的金融保險機構而言,無疑是極大考驗,為此各種金融創新的商品亦陸續出籠,但亦產生新風WP在未尋求避險工具下暴露出金融機構對於利率風險的管理仍有所欠缺。且在金融自由化、國際化施政方針之下,利率自由化及金融商品創新之陸續推展,利率顯得較具變動性,主管機關為維持保險公司之清償能力,對此一風險勢必應加以注意,以免保險業因利率風險變動造成巨額虧損影響保戶權益甚或影響其清償能力。
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    82358006
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002001841
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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