摘要
2016年,保险行业第二代偿付能力监管体系正式实施,偿二代体系
的实施标志着我国保险行业由规模为导向的评价体系,向风险为导向的评
价体系正式转变。按照偿二代监管要求,保险公司将风险分为7大类别,
操作风险作为风险类别之一,对保险公司的经营管理起到举足轻重的作
用。2016年,我国保险行业保费规模越居全球第二位,随着保费规模的
扩大,国内保险业务进入操作风险高发期,与其他风险类别不同,操作风
险具有涉及范围广,影响因素多,缺乏历史数据等特点,我国保险公司操
作风险的管理理念和管理技术仍较为落后,目前无法采用合理的定量方法
对操作风险进行计量。因此,系统提高操作风险管理水平,增强保险公司
偿付能力,己经成为亟待解决的课题

本文以操作风险相关理论为基础,以ABC保险公司为研究对象,在
实地调查分析的基础上,按照偿二代下影响保险公司的业务分类,从承保、
销售、理赔管理、再保险、资金运用、公司治理、财务管理、准备金、信
息系统9个项目出发,全面识别影响ABC保险公司的操作风险因素。然
后,运用层次分析法确定风险因素权重,并对ABC保险公司操作风险管
理现状进行模糊评价。最后,针对ABC保险公司的操作风险管理现状,
从加强操作风险指标监测、优化制度流程管理、加快信息系统建设等方面
提出操作风险管理建议

I
北京化工大学硕士学位论文
总之,本文运用风险管理理论及方法进行ABC保险公司操作风险全
过程管理研究,切实提高了 ABC保险公司操作风险管理水平,成果可为
保险行业的管理者和监管者提供借鉴

关键词:操作风险,偿二代,风险管理,保险公司,层次分析法
II
Abstract
OPERATIONAL RISK MANAGEMENT OF ABC
INSURANCE COMPANY UNDER SECOND-GENERATION
SOLVENCY SUPERVISION SYSTEM
ABSTRACT
In 2016, the second-generation solvency regulatory system of Chinese
insurance industry was formally implemented. The implementation of the
second-generation system marked the transfer from scale-oriented evaluation
system to the risk-oriented evaluation system.
Under the supervision framework of the second-generation system, the
insurance company’s risk are classified into 7 categories, namely insurance
risk, market risk, credit risk, operational risk, strategic risk, reputation risk and
liquidity risk. And operational risk plays a pivotal role in operational
management. Premium scale of China&39;s insurance industry became the second
largest in the world at the year of 2016. With the expansion of the premium
scale, operational risk of the insurance business enters high-incidence season.
Different from other risk categories, operational risk has characteristics like
broad coverage, a wide range of influencing factors and lack of history data.
This makes the philosophy and technology of risk management of China&39;s
insurance companies relatively backward. Until now it is not possible to use a
reasonable quantitative method to measure the operational risk. Therefore,
hi
北京化工大学硕士学位论文
improving operational risk management level systematically and enhancing
the solvency of insurance companies become urgent problems to be solved.
Based on the theory of operational risk, this paper takes the ABC
insurance company as the research object. Using field survey method, the
paper investigates and analyses 8 projects, which are underwriting sales,
claims management, reinsurance, Management, financial management, reserve
and information system, according to the business classification of the
insurance company under the second-generation system. This aims to acquire
a comprehensive identification of factors affecting ABC insurance company’s
operating risk. Then, we use the analytic hierarchy process to determine the
weight of risk factors, and evaluate the current situation of ABC’s insurance
risk management. Finally, according to the current situation of ABC&39;s
operational risk management, the author puts forward the operational risk
management suggestions from the aspects of strengthening the operation risk
index monitoring, optimizing the system process management and speeding
up the information system construction.
In short, this paper uses the risk management theory and method to carry
on a whole process research of operational risk management of ABC insurance
company, and effectively improves its operational risk management level. And
the result can provide reference for manager and supervisor from the insurance
industry.
IV
Abstract
KEY WORDS: operational risk, second-generation solvency supervision
system, risk management, insurance company, analytic
hierarchy process
v
目录
第一章绪论 1
1.1研究背景 1
1.2研究的目的和意义1.3研究内容和研究方法、创新1.3. 1研究内容 2
1.3.2研宄方法 3
1.3. 3创新之处 4
第二章保险公司操作风险管理相关理论2.1项目风险管理基本知识2.1.1
yL 5
2. 1. 22. 1.3项目风险管理2.2操作风险管理理论2.2. 1操作风险的定义2. 2. 2操作风险的特点和损失形态2. 2. 3操作风险管理流程
:2.3我国保险公司操作风险管理现状2. 3. 1外部监管情况2.3.2内部管理情况2. 4保险业偿付能力监管体系2.4.1保险公司偿付能力的定义VII
北京化工大学硕士学位论文
2. 4. 2国际偿付能力监管体系发展历程2.4.3我国保险公司偿付能力监管体系发展历程2. 4. 4偿二代体系的主要思想2. 4. 5偿二代体系对保险行业的影响2.5国内外相关研究综述2.5.1国外学者的研究成果2.5.2国内学者的研究成果2.5.3文献述评 15
第三章偿二代监管体系下ABC保险公司操作风险识别3. 1 ABC保险公司操作风险的风险类型3.2销售、承保业务操作风险因素分析3. 3理赔业务操作风险因素分析3.4再保险业务操作风险因素分析3.5资金运用操作风险因素分析3.6公司治理操作风险因素分析
21
3. 7财务管理操作风险因素分析
21
3.8产品准备金管理操作风险因素分析
22
3.9信息系统操作风险因素分析
22
第四章基于层次分析法的ABG保险公司操作风险评价
25
4. 1 ABC保险公司操作风险评价指标体系建设总体思路
25
4. 1. 1确立操作风险管理目标
25
4. 1.2明确操作风险管理原则
25
4. 1.3指标体系设计思路
25
4.2 ABC保险公司操作风险层次结构模型
26
VIII
;
4.2. 1评价指标的选择
26
4.2.2指标具体含义及评分要点
26
4. 2. 3层次分析法指标权重建设理论
28
4. 2. 4 ABC保险公司操作风险评价权重
…
…29
4. 3 ABC公司操作风险管理现状评价
32
4.3.1模糊综合评价法的评价步骤
32
4. 3. 2 ABC公司操作风险管理评价结果
33
4. 4本章小结 34
第五章 ABC保险公司操作风险应对与监控
37
5. 1加强操作风险监测机制建设
37
5. 1. 1建立并逐步优化操作风险监测指标库
37
5. 1. 2开展常态化的操作风险监测
40
5. 1. 3加强重点监测指标分析及管控
41
5. 1. 4建立操作风险损失库
42
5.2完善内部操作流程管理
43
5. 2. 1加强承保政策管理
43
5. 2. 2优化理赔大案处理流程
43
5. 2. 3防范再保险业务风险
43
5.3加强人员管理 44
5.4加快信息系统建设
44
第六章结论及展望
47
6. 1主要研宄结论 47
6.2研宄展望 48
IX
北京化工大学硕士学位论文
参考文献 49
m 53
导师和作者简介
55
X
Contents
Contents
Chapter 1 Introduction1.1 Research background1.2 Purpose and meaning of the study1.3 Research content and research methods, innovation1.3.1 research content 2
1.3.2 Research methods1.3.3 Innovation 4
Chapter 2 The Theory of Operational Risk Management of Insurance
Companies 5
2.1 Basic knowledge of project risk management2.1.1 Risk meaning 5
2.1.2 Risk characteristics2.1.3 Project Risk Management2.2 Operational risk management theory2.2.1 Definition of operational risk2.2.2 Operational risk characteristics and loss patterns2.2.3 Operational risk management process2.3 Operational risk managemen status of China’s insurance companies2.3.1 External supervision2.3.2 Internal management situation2.4 Insurance industry solvency supervision
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