Page 37 - 期货和衍生品行业监管动态（2024年5月）
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期货和衍生品行业监管动态
In the banking sector, capital and liquidity positions are solid with CET1 ratio of
15.8% and a liquidity coverage ratio above 160% amid high profitability in 2023.
However, the outlook is more challenging, as banks face the repricing of liabilities
and assets with prospects of lower interest income, slower loan growth, high costs and
the challenging macro environment.
Fund performance and flows have been volatile as the interest rate environment
has changed. While funds have managed the transition to higher interest rates,
concerns remain regarding the valuation of real-estate fund assets, and liquidity risks
in these funds could have wider spillover effects.
Heightened geopolitical instability and increased reliance on digital solutions are
raising the stakes linked to cyber security. The number of attacks and cyber threats is
increasing, and while the impact of these attacks so far has been limited, cyber-related
insurance claims keep increasing, and the (re) insurance industry is further
strengthening pricing techniques and risk-transfer mechanisms. In the banking sector,
the findings from the cyber resilience testing currently underway will be important.
Notes to Editors
This Spring 2024 Joint Committee update on Risks and Vulnerabilities was
presented to the EFC FST meeting on 29 April as input from the ESAs to the meeting.
https://www.esma.europa.eu/press-news/esma-news/esas-risk-update-risks-remain-hig
h-eu-financial-system
11. 欧盟证券与市场管理局就基于《欧盟金融工具市场指引》审查背景下的商品
衍生品规定公开征求意见（2024 年 5 月 23 日）
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