中銀保監:將開展保險公司綜合情景下資產負債管理壓力測試
據《上海證券報》報道,中銀保監會資金部下發相關通知,將開展保險公司綜合情景下資產負債管理壓力測試。壓力測試是增強監管有效性、提升行業風險管理水平的重要手段,測試中的假設情景僅為考察行業整體風險承受能力情況,不代表監管部門對市場未來走向和行業發展狀況的預測或判斷。
根據方案,各保險公司以2020年第三季度為評估時點,按照《人身保險公司壓力測試實施指引》或《財產保險公司壓力測試實施指引》的要求,對保險公司在綜合壓力情景下的流動性水平以及成本收益匹配情況進行評估。
根據要求,各保險公司應在壓力測試基礎上形成專項報告,報告內容包括但不限於壓力測試結果及分析、針對測試結果的風險應對方案、後續提升風險管理水平及資產負債管理能力的具體措施等。各保險公司應於11月20日前,通過資產負債管理監管信息系統報送壓力測試結果。
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