摘要
经济资本是指在规定的置信度和时间范围内，所持有的资产数量要大于负债市值，以保证资产盈余大于零。经济资本的测算要遵从一些基本原理，如保险客户负债等级要达到一个较高的信用评级；需考虑到所有的风险因素等。根据保险公司各种风险的不同特点，可采用相应的方法进行经济资本的测算，如对于非市场类的风险，则需选择并评估风险驱动因素，确定相应的风险因子，由此可确定出针对各种风险的单独的风险资本。
Economic capital refers to the situation that total assets held is larger than the market value of total liabilities in order to guarantee a positive capital surplus in a prescribed credit range and time frame. Calculation of economic capital should follow some basic principles. For example, insurance policyholder liabilities should have a relatively higher credit rating and all types of risks should be considered and so on. Economic capital of different assets can be calculated using methods appropriate for the features of their risks. For instance, for non-market risks, driving factors for such risks should be located and appraised and the risk factor should be determined before risk capital of each type of risks is determined.
出处
《保险研究》
CSSCI
北大核心
2006年第5期21-24,共4页
Insurance Studies
关键词
经济资本
风险衡量
风险分散
economic capital
risk measurement
risk spread
