Page 36 - 期货和衍生品行业监管动态（2024年5月）

期货和衍生品行业监管动态

地缘政治不稳定性的加剧和数字化解决方案的增加正在加大与网络安全相

关的风险。网络攻击和威胁的数量正在增加，尽管目前影响依然有限，但与网络

相关的保险索赔已经在不断增加，（再）保险行业正在进一步加强定价技术和风

险转移机制。目前正在进行的网络韧性测试的结果对银行业来说将非常重要。

编者按

这份关于风险和脆弱性的 2024 年春季联合委员会更新报告已于 4 月 29 日提

交给 EFC FST 会议，作为 ESAs 对会议的投入。

ESAs Risk Update: Risks Remain High in the EU Financial System (2024/4/30)

The three European Supervisory Authorities (EBA, EIOPA and ESMA - the

ESAs) today issued their Spring 2024 Joint Committee update on risks and

vulnerabilities in the EU financial system. The risk update shows that risks remain

elevated in a context of slowing growth, an uncertain interest rate environment and

ongoing geopolitical tensions.

In recent months, financial markets have performed strongly in anticipation of

potential interest rate cuts in 2024 in both the EU and the US, despite the significant

uncertainty surrounding these. This strong performance entails elevated risks of

market corrections linked to unexpected events. Credit risk is also expected to
continue to increase as refinancing needs grow, particularly for high-yield debt and

real estate. While asset quality has remained robust in the banking sector, it is

expected to deteriorate as economic growth slows further. The real estate slowdown

could also drive impairments at banks.

The insurance sector maintained solid capitalisation in 2023, with solvency ratios

well above 200%. Defined benefit occupational pension schemes improved their

financial position. The liquidity positions of insurers diminished slightly but remain

ample. Challenges stemming from subdued growth and the potential repricing of risk

premia nevertheless persist.

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