台灣壽險公司資本適足率分析-以Solvency II QIS5原則計算
歐盟保險業新監理架構Solvency II 於第5 次量化衝擊研究完成後計畫將在近年正式施行,我國保險業監理制度是否朝採用Solvency II 架構的方向前進仍未為定論,但必頇先行瞭解採行此制度可能對業界造成的影響。 本研究以2010 年8 月時CEIOPS 對Solvency II 所進行的第5 次量化衝擊研究QIS5 設立的標準與原則,對公司的資產與負債做假設後,以公帄價值法衡量壽險公司各部位資產位與負債,包括準備金的公帄價值衡量,並利用QIS5 所提供之計算工具標準法計算四家台灣壽險公司在2009 年底時的清償資本要求SCR。而QIS5 是在金融風暴後不久,當時環境使得利率極低,為了估...
Main Authors: | 林正國, Lin, Cheng Kuo |
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Language: | 中文 |
Published: |
國立政治大學
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Subjects: | |
Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0095358016%22. |
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