Study On The Risk Measurement Of Foresea Life Insurance Stock Investment

With the rapid development of China's insurance industry,insurance funds will be more involved in capital markets.In the face of a huge sums of money,regulators are also constantly explore the impact on the market of capital operation,and made the corresponding management measures.In February 2017,due to the violation of FORESEA LIFE INSURANCE,company as well as some executives were punished by China insurance regulatory commission.The incident has had a serious impact on its business and social reputation.As the Typical representative of small and medium-sized insurance companies who relied on the fast development of universal insurance.The case of the FORESEA LIFE INSURANCE has important research value for both regulators and trade.Insurance fund stock investment is an important part of insurance company's capital investment business,which can improve the benefit of insurance company's fund application.Meanwhile,the insurance company's stock investment is the riskiest part of the insurance company's investment business.Therefore,how to measure and manage the risk of the insurance company's stock investment has become the focus of the stock investment business.Based on the risk of venture investment in recent years,deep insight into the major events as well as to the events risk information and raising the driving force behind of listed companies,the historical evolution of the use of insurance funds supervision,the risk of stock investment of insurance funds,foreign capital stock investment experience study showed the theoretical background of the article.Through the analysis of the insurance fund stock investment and its risk,it shows the realistic background of the risk of the insurance fund stock investment.Based on the theoretical background and realistic background,this paper analyzes the case of FORSEA LIFE INSURANCE stock investment and finds the risk of FORSEA LIFE INSURANCE stock investment.This paper analyzes the market risk,social legal risk and liquidity risk of insurance fund stock investment.Among them,the measurement of market risk mainly uses the VaR method based on the copula function.Different risks correspond to different measures.The measurement of social legal risk is difficult to measure,and the risk monitoring team and risk control mechanism need to be established to prevent it.The measure of liquidity risk is mainly measured and regulated according to the regulatory requirements of core solvency.Finally,in view of the sea life before stock investment risks,should strengthen their management and strategic management,strengthen personnel training,to form a core team,play an important role in risk identification and risk control.