题 目：ECONOMIC CAPITAL FOR DEFINED BENEFIT PENSION SCHEMES: AN APPLICATION TO THE UK UNIVERSITIES SUPERANNUATION SCHEME
内容摘要：This article considers the amount of economic capital that defined benefit pension schemes potentially need to cover the risks they are running. A real open scheme, the Universities Superannuation Scheme, is modelled and used to illustrate our results and, as expected, economic capital requirements are large. We discuss the appropriateness of these results and what they mean for the defined benefit pension scheme industry and their sponsors. The article is particularly pertinent following the recent European Commission Green Paper on the future of European pensions systems, its call for advice on reviewing the Institutions for Occupational Retirement Provision Directive and the introduction of the Basel 2 and Solvency 2 risk-based regulatory regimes for banking and insurance respectively.
时 间：2014年12月17日 14：30—16：00
地 点：光华楼1911会议室
主办单位：金融安全协同创新中心
主讲人简介：
杨维，男，1986年生于四川成都，毕业于英国肯特大学精算专业，精算保险学博士，英国精算协会会员。20112年起，在西南财经大学保险学院任教。主要研究方向为养老金风险分析，经济资本在保险中的运用，混合型养老金研究，其《界定福利养老金的经济资本研究-----英国大学养老金计划》一文已经发表于英国剑桥大学出版的期刊Journal of Pension Economics and Finance上。
（金融安全协同创新中心学术沙龙为开放式学术交流活动，我们欢迎并邀请广大师生参与中心举办的各场次学术沙龙！）
