本文選題：巨災(zāi)風(fēng)險(xiǎn) + 巨災(zāi)債券�。� 參考：《寧波大學(xué)》2017年碩士論文

【摘要】：中國(guó)是一個(gè)災(zāi)害相對(duì)較多的國(guó)家,有人為災(zāi)害,也有自然災(zāi)害,如汶川地震、天津港大爆炸、2008年全國(guó)大范圍冰災(zāi)等,但每年財(cái)政救濟(jì)撥款通常僅占直接經(jīng)濟(jì)損失的2%左右,大量的損失依然以商業(yè)保險(xiǎn)、社會(huì)捐助和災(zāi)民自擔(dān)風(fēng)險(xiǎn)的形式存在,因此巨災(zāi)保險(xiǎn)制度的建立勢(shì)在必行。但是從目前幾個(gè)城市試點(diǎn)巨災(zāi)保險(xiǎn)制度的效果看來,因?yàn)槿狈Τ斜＝?jīng)驗(yàn)和歷史數(shù)據(jù)等原因,巨災(zāi)保險(xiǎn)往往會(huì)給保險(xiǎn)行業(yè)帶來了不小的壓力,一旦遭遇巨災(zāi),就會(huì)導(dǎo)致保險(xiǎn)公司巨虧局面的發(fā)生,市場(chǎng)急需一種金融衍生品來繼續(xù)分散風(fēng)險(xiǎn),因此引入巨災(zāi)債券無疑具有重要的意義。本文首先從巨災(zāi)風(fēng)險(xiǎn)的定義入手,介紹了當(dāng)前對(duì)巨災(zāi)風(fēng)險(xiǎn)控制的幾種手段,分析了保險(xiǎn)、再保險(xiǎn)的不足之處和巨災(zāi)保險(xiǎn)設(shè)立的重要性。接著對(duì)巨災(zāi)保險(xiǎn)證券化的幾種產(chǎn)品,包括巨災(zāi)期貨、巨災(zāi)期權(quán)和巨災(zāi)債券進(jìn)行了介紹,通過比較分析和對(duì)巨災(zāi)債券可行性的研究,明確了巨災(zāi)債券的優(yōu)勢(shì)。然后文章對(duì)巨災(zāi)債券的運(yùn)行機(jī)制、觸發(fā)機(jī)制和定價(jià)進(jìn)行了模擬,最后本文以寧波市為例,為巨災(zāi)債券的實(shí)行進(jìn)行了產(chǎn)品設(shè)計(jì),并對(duì)巨災(zāi)債券的實(shí)施和發(fā)展提出了自己的對(duì)策和建議。本文通過對(duì)巨災(zāi)債券的研究,初步擬定了寧波市實(shí)施巨災(zāi)債券的各項(xiàng)機(jī)制和債券發(fā)行中各主體的選定,理清了目前要實(shí)施巨災(zāi)債券面臨的制約因素,給出了作者本人的建議和對(duì)策,為今后進(jìn)一步研究巨災(zāi)債券的實(shí)施打下堅(jiān)實(shí)基礎(chǔ)。
[Abstract]:China is a country with relatively large number of disasters. There are natural disasters, such as the Wenchuan earthquake, the Big Bang in Tianjin Port, and the large-scale ice disaster in 2008. However, the annual financial relief allocation usually only accounts for about 2% of the direct economic losses. A large number of losses still exist in the form of commercial insurance, social donation and disaster victims' own risk, so the establishment of catastrophe insurance system is imperative. However, judging from the effect of the pilot catastrophe insurance system in several cities at present, due to the lack of insurance experience and historical data, catastrophe insurance often brings great pressure to the insurance industry. Once it encounters a catastrophe, The market urgently needs a kind of financial derivatives to continue to spread the risk, so the introduction of catastrophe bonds is undoubtedly of great significance. This paper begins with the definition of catastrophe risk, introduces several methods of catastrophe risk control, analyzes the deficiency of insurance, reinsurance and the importance of catastrophe insurance. Then several products of catastrophe insurance securitization, including catastrophe futures, catastrophe option and catastrophe bond, are introduced, and the advantages of catastrophe bond are clarified through comparative analysis and feasibility study of catastrophe bond. Then, the paper simulates the operation mechanism, trigger mechanism and pricing of catastrophe bonds. Finally, this paper takes Ningbo as an example to design the products for the implementation of catastrophe bonds. And put forward own countermeasure and suggestion to the implementation and development of catastrophe bond. Based on the study of catastrophe bonds, this paper has preliminarily drawn up the mechanism of implementing catastrophe bonds in Ningbo and the selection of main bodies in bond issuance, and has clarified the restrictive factors to be faced by the implementation of catastrophe bonds at present. The author's suggestions and countermeasures are given in order to lay a solid foundation for further study on the implementation of catastrophe bonds in the future.
【學(xué)位授予單位】：寧波大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F842.6;F832.51

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