The main role of the Department of Insurance is to:

The primary role of the Department of Insurance is to regulate insurance companies. This function involves overseeing the financial health and business practices of insurance providers to ensure consumer protection and fair market practices. By regulating insurance companies, the department helps maintain industry stability, promotes transparency, and ensures that companies are adequately capitalized to meet their obligations to policyholders. This regulatory oversight includes the approval of insurance rates, the examination of company finances, and enforcement of compliance with state laws and regulations.

The other roles mentioned, such as conducting fiscal audits, providing loans, or overseeing state budgets, fall under different government agencies or functions that are not specifically within the primary mandate of the Department of Insurance. Therefore, the answer correctly identifies regulation of insurance companies as the main focus of this department.