{"@context":{"@vocab":"https://cir.nii.ac.jp/schema/1.0/","rdfs":"http://www.w3.org/2000/01/rdf-schema#","dc":"http://purl.org/dc/elements/1.1/","dcterms":"http://purl.org/dc/terms/","foaf":"http://xmlns.com/foaf/0.1/","prism":"http://prismstandard.org/namespaces/basic/2.0/","cinii":"http://ci.nii.ac.jp/ns/1.0/","datacite":"https://schema.datacite.org/meta/kernel-4/","ndl":"http://ndl.go.jp/dcndl/terms/","jpcoar":"https://github.com/JPCOAR/schema/blob/master/2.0/"},"@id":"https://cir.nii.ac.jp/crid/1390282680140696448.json","@type":"Article","productIdentifier":[{"identifier":{"@type":"DOI","@value":"10.5609/jsis.2014.624_149"}},{"identifier":{"@type":"NDL_BIB_ID","@value":"025405941"}},{"identifier":{"@type":"URI","@value":"http://id.ndl.go.jp/bib/025405941"}},{"identifier":{"@type":"URI","@value":"https://ndlsearch.ndl.go.jp/books/R000000004-I025405941"}},{"identifier":{"@type":"NAID","@value":"40020042763"}},{"identifier":{"@type":"NAID","@value":"130004714243"}}],"dc:title":[{"@language":"ja","@value":"ソルベンシー規制が生保会社の資産運用に及ぼす影響"},{"@language":"en","@value":"The Relation between Asset Side Duration and Interest Rate Sensitivity in Japanese Life Insurance"},{"@value":"ソルベンシー規制が生保会社の資産運用に及ぼす影響 : 資産側デュレーションと金利感応度の関係を中心にして"},{"@language":"ja-Kana","@value":"ソルベンシー キセイ ガ セイホ ガイシャ ノ シサン ウンヨウ ニ オヨボス エイキョウ : シサンガワ デュレーション ト キンリ カンノウド ノ カンケイ オ チュウシン ニ シテ"}],"dcterms:alternative":[{"@language":"ja","@value":"－資産側デュレーションと金利感応度の関係を中心にして－"}],"dc:language":"ja","description":[{"type":"abstract","notation":[{"@language":"ja","@value":"わが国の生保は1990年代後半にかけて未曾有の生保危機に陥った。その元凶は深刻な逆ざや問題にあった。だが，その問題を克服する手法として資産負債総合管理（ALM）がある。具体的には資産側デュレーションの長期化戦略からデュレーション・ギャップを縮小化させ，金利変動リスクをゼロにする手法である。本論文では実際に主要生保を対象にしながら資産側デュレーションを計測し，生保危機が発生した頃から徐々に上昇していることを見出している。さらに金利変動リスクに変化が生じているか否かを見るため，生保の株価と金利の関係を計測している。金利に対する株価の変化は時間の経過とともに薄れ，最近に至っては有意な関係が見出されていない。これにより今日の生保はALMを実践し，金利変動リスクを解消しているといえる。"}],"abstractLicenseFlag":"disallow"}],"creator":[{"@id":"https://cir.nii.ac.jp/crid/1420282801199051904","@type":"Researcher","personIdentifier":[{"@type":"KAKEN_RESEARCHERS","@value":"60142832"},{"@type":"NRID","@value":"1000060142832"},{"@type":"NDL_AUTHOR_ID","@value":"00191067"},{"@type":"CINII_AUTHOR_ID","@value":"DA04077608"},{"@type":"URI","@value":"https://ci.nii.ac.jp/author/DA04077608#entity"},{"@type":"URI","@value":"https://viaf.org/viaf/NII%7CDA04077608"},{"@type":"NRID","@value":"9000406345903"},{"@type":"NRID","@value":"9000406346005"},{"@type":"NRID","@value":"9000411981624"},{"@type":"NRID","@value":"9000002399400"},{"@type":"NRID","@value":"9000406327252"},{"@type":"NRID","@value":"9000406346736"},{"@type":"NRID","@value":"9000406326163"},{"@type":"NRID","@value":"9000008677644"},{"@type":"NRID","@value":"9000322740598"},{"@type":"NRID","@value":"9000329890580"},{"@type":"NRID","@value":"9000002456722"},{"@type":"NRID","@value":"9000406346016"},{"@type":"NRID","@value":"9000406345976"},{"@type":"NRID","@value":"9000406345939"},{"@type":"NRID","@value":"9000406327345"},{"@type":"NRID","@value":"9000009595931"},{"@type":"NRID","@value":"9000309569636"},{"@type":"NRID","@value":"9000244902360"},{"@type":"NRID","@value":"9000261009410"},{"@type":"NRID","@value":"9000406346102"},{"@type":"NRID","@value":"9000409469813"},{"@type":"NRID","@value":"9000009412397"},{"@type":"NRID","@value":"9000406326131"},{"@type":"NRID","@value":"9000412207842"},{"@type":"NRID","@value":"9000411393988"},{"@type":"NRID","@value":"9000406345938"},{"@type":"NRID","@value":"9000009568220"},{"@type":"NRID","@value":"9000008014688"},{"@type":"NRID","@value":"9000020464920"},{"@type":"NRID","@value":"9000406345982"},{"@type":"NRID","@value":"9000410148061"},{"@type":"NRID","@value":"9000356490491"},{"@type":"NRID","@value":"9000391664775"},{"@type":"NRID","@value":"9000345198779"},{"@type":"NRID","@value":"9000241622341"},{"@type":"NRID","@value":"9000002509130"},{"@type":"NRID","@value":"9000406345949"},{"@type":"NRID","@value":"9000406326137"},{"@type":"NRID","@value":"9000273025448"},{"@type":"NRID","@value":"9000008762249"},{"@type":"NRID","@value":"9000301720624"},{"@type":"NRID","@value":"9000007871285"},{"@type":"NRID","@value":"9000002469899"},{"@type":"NRID","@value":"9000020152391"},{"@type":"NRID","@value":"9000406345971"},{"@type":"NRID","@value":"9000017262395"},{"@type":"NRID","@value":"9000007469468"},{"@type":"NRID","@value":"9000002469990"},{"@type":"NRID","@value":"9000406345921"},{"@type":"RESEARCHMAP","@value":"https://researchmap.jp/read0025962"}],"foaf:name":[{"@language":"ja","@value":"小藤 康夫"},{"@language":"en","@value":"Kofuji Yasuo"}],"jpcoar:affiliationName":[{"@language":"en","@value":"Senshu University"},{"@language":"ja","@value":"専修大学商学部"}]}],"publication":{"publicationIdentifier":[{"@type":"PISSN","@value":"03872939"},{"@type":"EISSN","@value":"21855064"},{"@type":"NDL_BIB_ID","@value":"000000021998"},{"@type":"ISSN","@value":"03872939"},{"@type":"LISSN","@value":"03872939"},{"@type":"NCID","@value":"AN00228119"}],"prism:publicationName":[{"@language":"en","@value":"Hokengakuzasshi (JOURNAL of INSURANCE SCIENCE)"},{"@language":"ja","@value":"保険学雑誌"},{"@language":"en","@value":"Hokengakuzasshi"},{"@language":"en","@value":"JOURNAL of INSURANCE SCIENCE"},{"@language":"en","@value":"Hokengakuzasshi (JOURNAL of INSURANCE SCIENCE)"},{"@language":"ja","@value":"保険学雑誌"}],"dc:publisher":[{"@language":"en","@value":"The Japanese Society of Insurance Science"},{"@language":"ja","@value":"日本保険学会"}],"prism:publicationDate":"2014","prism:volume":"2014","prism:number":"624","prism:startingPage":"624_149","prism:endingPage":"624_162"},"reviewed":"false","url":[{"@id":"http://id.ndl.go.jp/bib/025405941"},{"@id":"https://ndlsearch.ndl.go.jp/books/R000000004-I025405941"}],"availableAt":"2014","foaf:topic":[{"@id":"https://cir.nii.ac.jp/all?q=ALM","dc:title":"ALM"},{"@id":"https://cir.nii.ac.jp/all?q=%E3%83%87%E3%83%A5%E3%83%AC%E3%83%BC%E3%82%B7%E3%83%A7%E3%83%B3","dc:title":"デュレーション"},{"@id":"https://cir.nii.ac.jp/all?q=%E9%87%91%E5%88%A9%E5%A4%89%E5%8B%95%E3%83%AA%E3%82%B9%E3%82%AF","dc:title":"金利変動リスク"}],"relatedProduct":[{"@id":"https://cir.nii.ac.jp/crid/1361981468833882624","@type":"Article","relationType":["references"],"jpcoar:relatedTitle":[{"@value":"E"}]},{"@id":"https://cir.nii.ac.jp/crid/1363670320273043712","@type":"Article","relationType":["references"],"jpcoar:relatedTitle":[{"@value":"Erratum"}]},{"@id":"https://cir.nii.ac.jp/crid/1390001205903763328","@type":"Article","relationType":["references"],"jpcoar:relatedTitle":[{"@language":"ja","@value":"TRANSLOG 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