b å À p Ð ^ Í [ Ô : m - nlus

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2016 / 11 / 09 2 1. ISO 31000 3 4 2. ISO 31000

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Page 1: b å À p Ð ^ Í [ Ô : M - NLUS

2016

/ 11

/ 09

2

1.IS

O 3

1000

34

2.IS

O 3

1000

Page 2: b å À p Ð ^ Í [ Ô : M - NLUS

5

• • • • •

3.IS

O31

000

ISO

3100

06

4.B

asel

IIB

asel

III

RB

C—

Solv

ency

II

ERP

BC

PB

CM

ERM

CSR

50%

92%

7

5.

/

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k�C

ost�

Man

agem

ent�

1 2 3 4 5 6 7 8 9 10

6.20

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arsh

/RIM

S

Mar

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8

Page 3: b å À p Ð ^ Í [ Ô : M - NLUS

7.

II III )

I ()

IV

9

8.

10

11

9.�

()

()

()

VS

�40

~80%

(5%

-25%

)

�20

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(30%

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)

�5~

10%

(3%

-20%

)

�1~

3%(5

%-2

0%) Q

IS2

12

Page 4: b å À p Ð ^ Í [ Ô : M - NLUS

1969

~19

9819

69~

2010

22.4

%40

.3%

68.6

%

13.5

%13

.6%

5.6%

7.1%

3.4%

3.6%

4.4%

4.0%

6.2%

7.3%

4.1%

7.8%

6.9%

7.8%

6.9%

8.6%

26.5

%0%

100%

100%

Sour

ce: (

1)Sw

iss R

e, S

igm

a N

o.1/

2000

;(2

)196

9-20

10 P

/C Im

pair

men

t Rev

iew

, AM

Bes

t, M

ay 2

, 201

113

40~8

0%

a.

/

�/

�/

/

14

40~8

0%

b.

� � �

15

40~8

0%

c.

� � �

16

Page 5: b å À p Ð ^ Í [ Ô : M - NLUS

1. 2. 3. 4. 5.

/17

1.

a.(

)

b.(

)

c. d. e.

18

a.

• • •/

19

b.• • •

20

Page 6: b å À p Ð ^ Í [ Ô : M - NLUS

b.

21

b.

� �B

asel

� �

�PM

LAA

L� � �

22

Tie

r1

•(P

GA

)•

(PM

L)

23

b.• •

PML

24

Page 7: b å À p Ð ^ Í [ Ô : M - NLUS

c.

25

d.10

-6/

Ris

k Le

vel

5*10

-2(1

/Yr)

prob

abili

ty o

f Fai

lure

on D

eman

d (P

FD)

2*10

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Prob

abili

ty o

f Fai

lure

on D

eman

d (P

FD)

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k Le

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r)

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r) 26

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27

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28

Page 8: b å À p Ð ^ Í [ Ô : M - NLUS

FM 7

-45

4.SI

SSI

LSI

LSI

L(B

CPS

)SI

L(n

on-S

IL)

5.SI

L

29

2.

a. b.(M

FL)

c. d.

30

Top

Lay

er

2nd

Lay

er

1st L

ayer

Prim

ary

Lay

er

Self

Insu

ranc

e R

eten

tion

Ded

uctib

le(1

0M)

SIR

(300

M)

PL(1

B)

PML(

5B)

Subl

imit(

15B

)

MFL

(30B

)

TSI(

50B

)

31

3.

• • • •

32

Page 9: b å À p Ð ^ Í [ Ô : M - NLUS

a. � � � � � �

33

•:

•:1

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3.

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•:

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3.4.

>2•

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PC:

34

4.

a. b. c.

35

(Inh

eren

t saf

ety)

(Pas

sive

Saf

ety)

(Act

ive

Safe

ty)

(Pro

cedu

ral S

afet

y)

36

Page 10: b å À p Ð ^ Í [ Ô : M - NLUS

5.

a.PM

L

b. c. d.

3738

393920

13

1980

~201

2

()

4040

1.19

006~

82.

2000

Page 11: b å À p Ð ^ Í [ Ô : M - NLUS

414120

134242

1981~2010

302001~2010

102011

2012

630

790

820

905

75,0

00M

113,

000M

380,

000M

170,

000M

19,000M

35,000M

105,000M

70,000M

69,0

0010

6,00

027

,000

9,60

0

2011

/3/1

115,840

210,000M

40,000M

2011

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,000

M

2011

/2/2

218

116

,000

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,000

M

2012

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1Sa

ndy

210

65,000M

30,000M

US$

Mill

ion

M

unic

h R

e 20

13/3

43

2001

425m

m

50

2001

741m

m50

2009

328

84m

m70

%

2010

535m

m10

00m

m20

0

2010

939m

m50

44

1999

.09.

217.

32,

321

51,3

30

1951

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227.

368

2,38

2

1951

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257.

317

1,59

8

1935

.04.

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13,

276

54,6

88

1906

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177.

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20,9

87

1941

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135

815

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1964

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186.

510

640

,965

1904

.11.

066.

314

53,

840

1946

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056.

374

4,03

8

1935

.07.

176.

244

7,62

1

1917

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055.

854

755

Page 12: b å À p Ð ^ Í [ Ô : M - NLUS

454646

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(Tot

al c

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Page 13: b å À p Ð ^ Í [ Ô : M - NLUS

49

3

• • • •/

/

50

()

()

()

Ris

kM

itig

atio

n

+

Pro

pert

y In

sura

nce

Doi

ng g

ood

whi

le d

oing

wel

ljs

.lin@

fubo

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