【作者】 李霞；

【导师】 邓大松；

【作者基本信息】 武汉大学 ， 社会保障， 2005， 硕士

【摘要】 本文研究的问题是企业年金市场化运作的风险管理,论文分为四章,第一章重在概念界定,为本文研究的问题做了铺垫;第二章针对企业年金市场化运作过程中的风险做了分析,运用流程图分析法、VAR(风险评估)和极大极小准则对企业年金市场化运作的风险进行识别、衡量与评价。第三章在风险分析的基础上,提出了企业年金市场化运作风险管理体系构建的一些思路。本文认为,一个完善的企业年金基金市场化运作的风险管理体系应该包括风险管理的目标、风险管理技术和风险管理的效果评价三部分。第四章分析了我国企业年金市场化运作的现状,并提出我国企业年金市场化运作风险管理的相关建议。 本文立足于企业年金运行的经济和社会环境,以企业年金所在的资本市场为研究平台,以现代风险管理理论为借鉴,以企业年金在资本市场投资运营中面临的各种风险为基础搭建全文的逻辑构架,探讨了企业年金市场化运作风险管理的理论和实务操作问题。本文研究的重点是企业年金市场化运作风险管理体系的架构。通过透析企业年金在资本市场投资运营中面临的各种风险,力图为构建我国企业年金市场化运作的风险管理体系提供一些有意义的思路。更多还原

【Abstract】 This thesis is composed of four chapters. The first chapter is the basis of the whole thesis. In this chapter the author makes a general introduction and analysis of the occupational pension, defines and discriminates some important conceptions in order to make the study object clear and build up a sound basis for the following study. The second chapter makes analysis to the risk in the course of the market-based operation of occupational pension, uses the analytic approach of the flowing charts, VAR risk to measure the law and great extremely low criterion and discern to weigh and appraise to the risk of the occupational pension market-based operation. Based on the risks analysis in the second chapter, the third chapter tries to give some ideas on how to establish risk management system of the market-based operation of occupational pension. An integrated risk management system of the market-based operation of occupational pension includes appraise three parts: the goal of risk management, the results of risk administrative skill and the appraisal of risk management system. The last chapter analyses the current situation of the market-based operation of occupational pension of our country and proposes the relevant suggestions to risk management of the occupational pension market-based operation in our country.Based on the reality of current political, economic and social systems, taking the capital market as research platform, studying on the modern risk management theory, the author constructs logical architecture of this thesis according to kinds of risks that may be confronted with in the market-based operation of occupational pension. Based on analyzing the risks existing in the course of the occupational pension market-based operation, this thesis discusses the theoretical and practical problems in the risk management of the occupational pension market-based operation in China and tries to put forward some useful ideas on how to design the risk management system of the market-based operation of occupational pension in our country.更多还原