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공적연금기금운용론. 2

공적연금기금운용론. 2 (Loan 1 times)

Material type
단행본
Personal Author
박태영, 저 신성환, 저 박래수, 저 허석균, 저 강윤식, 저 정문경, 저 최영민, 저 강대일, 저 노상윤, 저 주상철, 저 김순호, 저 황정욱, 저 태엄철, 저
Title Statement
공적연금기금운용론. 2 / [박태영 외]
Publication, Distribution, etc
서울 :   국민연금연구원,   2014  
Physical Medium
vii, 323 p. : 도표 ; 24 cm
ISBN
9788963382319
General Note
공저자: 신성환, 박래수, 허석균, 강윤식, 정문경, 최영민, 강대일, 노상윤, 주상철, 김순호, 황정욱, 태엄철  
Bibliography, Etc. Note
참고문헌: p. 304-317
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008 140530s2014 ulkd b 000c kor
020 ▼a 9788963382319
040 ▼a 211009 ▼c 211009 ▼d 211009
082 0 4 ▼a 331.2524 ▼2 23
085 ▼a 331.2524 ▼2 DDCK
090 ▼a 331.2524 ▼b 2008z1 ▼c 2
245 0 0 ▼a 공적연금기금운용론. ▼n 2 / ▼d [박태영 외]
260 ▼a 서울 : ▼b 국민연금연구원, ▼c 2014
300 ▼a vii, 323 p. : ▼b 도표 ; ▼c 24 cm
500 ▼a 공저자: 신성환, 박래수, 허석균, 강윤식, 정문경, 최영민, 강대일, 노상윤, 주상철, 김순호, 황정욱, 태엄철
504 ▼a 참고문헌: p. 304-317
700 1 ▼a 박태영, ▼e
700 1 ▼a 신성환, ▼e
700 1 ▼a 박래수, ▼e
700 1 ▼a 허석균, ▼e
700 1 ▼a 강윤식, ▼e
700 1 ▼a 정문경, ▼e
700 1 ▼a 최영민, ▼e
700 1 ▼a 강대일, ▼e
700 1 ▼a 노상윤, ▼e
700 1 ▼a 주상철, ▼e
700 1 ▼a 김순호, ▼e
700 1 ▼a 황정욱, ▼e
700 1 ▼a 태엄철, ▼e
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Monographs(3F)/ Call Number 331.2524 2008z1 2 Accession No. 111717460 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Ⅰ. 공적연금기금 총론 ···········································································1
1. 고령화의 사회경제적 영향과 연금기금 ·········································2
가. 고령화의 사회경제적 영향 ·························································2
나. 고령화와 연금기금 ·····································································4
2. 공적연금기금의 운용목표와 기금관리체계 ····································6
가. 공적연금기금의 운용목표 ···························································6
나. 공적연금기금의 기금관리체계 ·················································11
3. 공적연금기금의 거시경제에 대한 영향 ·······································14
가. 논의의 배경 ··············································································14
나. 공적연금의 거시경제적 영향에 관한 최근 논의·····················18
다. 공적연금의 규모 추이 ······························································23
라. 공적연금의 도입이 거시경제에 미치는 영향 ··························25

Ⅱ. 공적연금기금의 운용 ······································································44
1. 재정과 운용 목표 ·········································································44
가. 공적연기금 재정목표를 고려한 운용목표 설정의 필요성 ······44
나. ALM(자산부채관리)의 개념 및 필요성···································46
다. 연기금 재정방식 및 재정방식별 재정안정화 개념 ·················49
라. 재정목표에 연계된 운용목표 설정을 위한 재정건전성 지표 ···54
마. 연금기금 사례 ··········································································60
바. 사례: 국민연금 재정안정화를 고려한 운용목표 설정············61
2. 자산배분방법론·············································································75
가. 자산군 분류의 의의 ·································································75
나. 국내외요 연기금의 자산군 분류 사례 ·····································77
다. 자산배분 프로세스···································································83
라. 기금규모 변화에 따른 추가적 고려사항 ·································99
3. 포트폴리오 운용·········································································109
가. 공적 연기금의 포트폴리오 운용 관리 ···································109
나. 소극적 투자관리 ·····································································116
다. 적극적 투자관리 ·····································································118
4. 공적연기금의 주주권 행사 ·························································122
가. 주주권행사의 의의와 목적 ·····················································122
나. 주주권행사 전략 ·····································································123
다. 주주권행사와 기업가치 ··························································132
5. 공적연기금의 책임투자 ······························································135
가. 책임투자의 도입 배경 및 공적연기금의 역할 ······················136
나. 책임투자의 운용기법과 전략 ·················································140
다. 책임투자의 국내외 동향 ························································153
라. 공적 연기금 책임투자의 성과 ···············································168

Ⅲ. 공적연금기금의 운용성과평가 ·····················································175
1. 운용성과의 측정 및 평가 ··························································175
가. 운용성과의 평가와 BM 설정················································176
나. 자본자산가격결정모형(CAPM) ··············································178
다. 전통적 성과평가 측정방법론·················································179
라. 조건부 성과평가 측정방법론·················································198
2. 위탁운용사의 선정 및 평가 ·······················································203
가. 국가별 공적연기금의 위탁운용 현황····································203
나. 위탁운용 프로세스·································································205
다. 위탁운용회사의 선정과 평가 ·················································210
라. 퇴출 구조 ···············································································220
마. 위탁운용 관련 주요 이슈 ······················································222
3. 대체투자의 성과평가 ··································································226
가. 대체투자의 정의 및 특징 ······················································226
나. 대체투자의 성과평가 ······························································229
다. 대체투자 벤치마크 ·································································234
라. 국내외 주요 벤치마크 설정사례 ············································241
4. 공적연기금의 위험관리 ······························································244
가. 위험의 개요 ············································································244
나. 위험의 측정············································································254
다. 연기금의 위험예산제도 ··························································261
라. 연기금의 위험예산 모형 ························································267
마. 연기금의 위험관리체계 ··························································277
5. 공적연금기금의 보상체계 ··························································283
가. 보상의 개념 및 기본원칙 ······················································283
나. 금융기관의 보상체계 원칙 및 모범규준 ·······························285
다. 공적연기금의 보상체계 ··························································295
라. 보상체계 운용사례 ·································································299

참고문헌 ······························································································304

참고 사이트 ·························································································318

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