中银保监:将开展保险公司综合情景下资产负债管理压力测试
据《上海证券报》报道,中银保监会资金部下发相关通知,将开展保险公司综合情景下资产负债管理压力测试。压力测试是增强监管有效性、提升行业风险管理水平的重要手段,测试中的假设情景仅为考察行业整体风险承受能力情况,不代表监管部门对市场未来走向和行业发展状况的预测或判断。
根据方案,各保险公司以2020年第三季度为评估时点,按照《人身保险公司压力测试实施指引》或《财产保险公司压力测试实施指引》的要求,对保险公司在综合压力情景下的流动性水平以及成本收益匹配情况进行评估。
根据要求,各保险公司应在压力测试基础上形成专项报告,报告内容包括但不限於压力测试结果及分析、针对测试结果的风险应对方案、後续提升风险管理水平及资产负债管理能力的具体措施等。各保险公司应於11月20日前,通过资产负债管理监管信息系统报送压力测试结果。
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