Securities Investment Risk Management System Design Of China Pingan Insurance Company

The use of funds of the insurance company is one of the most important participants in the capital markets, The capital market’s increasing is becoming one of the most major source of profit for the use of funds of the insurance company. During the trend of the international insurance market’s innovation, diversification and liberalization, the use of funds of the insurance company showing the complicated characteristics, faced a more severe test. In recent years, the world which there are many insurance companies due to the use of funds not only forced into bankruptcy or closure.In this paper, China’s PingAn Insurance Company’s securities investment funds are used as the core object of study, the relationship of risk and return of securities investment funds are used as a starting point to find the problem.As the core in order to seek a solution to the problem. Comprehensive use of the theory of economics, insurance, investment, and management science, as a combination of normative and empirical research approach, discussed the existing problems in the status of China’s PingAn Insurance Company of funds for investment in securities and control,and combined with China’s national conditions, securities investment and risk management system to improve the ways and measures for the PingAn Insurance CompanyThe purpose of this paper is to further explore the China’s PingAn Insurance Company funds utilized in securities investment’s risk control and build a sound investmen risk management system in securities. This article mainly consists of four parts:the first part:The main article purpose of this study is to introduce the research background, research status, and the article uses research methods; Part Ⅱ:Details VaR method defined, influencing factors, and specific areas of application VaR method is applied to focus on building the theoretical foundation of China’s insurance investment risk control; part Ⅲ:this article uses China’s first joint-stock insurance company PingAn Insurance Company as an example, through collecting information, in-depth research and other methods to obtain the relevant materials, combined with China the current economic situation, China’s PingAn Insurance Company of the status of the investment securities industry in-depth analysis; Part Ⅳ:this part use empirical research to select the PingAn Insurance Company of empirical data, the empirical analysis of its securities investment risk and return; part V:VaR-based empirical results of research and analysis, in order to propose appropriate measures for the improvement of China’s PingAn Insurance Company securities investment risk management system as well as policy recommendations. At the same time, it is also expected to be able to help build the investment of insurance risk management system suitable for China’s national conditions, and strive to achieve the overall combination of theory and practice.