【中英文对照版】合格审慎评估实施办法(2023年修订版).docx

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1、合格审慎评估实施办法(2023年修订版)【制定机关】 【公布日期】 【施行日期】 【效力位阶】 【法规类别】MeasuresfortheImplementationofConformityandPrudentialAssessments(2023Revision)市场利率定价自律机制20232023部门规范性文件市场管理Issuingauthority：OtherInstitutionsjOthersjAIIGroups(Others)jPricingSelf-RegulatoryMechaforMarketInterestRatesDateissued：12-31-2023Effective

2、date：12-31-20231.evelofAuthority：DepartmentalRegulatoryDocumentsAreaofLaw：IndustrialandCommercialManagement合格审慎评估实施办法（2023年修订版）（市场利率定价自律机制）MeasuresfortheImplementationofConformityandPrudentialAssessments(2023Revision)(MarketInterestRatePricingSelf-regulatoryMechanism)第一章总则第一条为健全市场 化利率形成和传导机制，完 善市场利率

3、定价自律机制 （以下简称利率自律机 制），促进市场主体提高自 主定价能力，维护市场竞争 秩序，根据市场利率定价 自律机制工作指引，制定 本办法。ChapterIGeneralProvisions第二条本办法所称 合格审慎评估是指利率自 律机制为遴选成员而对自Article1Forthepurposesofimprovingmarket-orientedinterestratedeterminationandtransmissionmechanisms,enhancingtheMarketInterestRatePricingSelf-regulatoryMechanism(Self-regul

4、atoryMechanism),promptingmarketplayerstoimprovetheirindependentpricingcapabilities,andmaintainmarketcompetitionorder,theseMeasuresareformulatedaccordingtotheWorkingGuidelinesfortheMarketInterestRatePricingSelf-regulatoryMechanism.Article2ForthepurposesoftheseMeasures,“conformityandprudentialassessme

5、nmeanstheself-regulatoryassessmentofvoluntarilyassessment-participatingmarketplayersconductedbytheSelf-regulatoryMechanismforthepurposeofselectingmembers.Marketplayersincludedeposit-takingbankinginstitutions,non-bankingfinancialinstitutions,andotherinstitutionsrecognizedbytheSelf-regulatoryMechanism

6、(participationintheassessmentissubjecttotheapprovaloftheSecretariatoftheSelf-regulatoryMechanism).Amongthem,deposit-takingbankinginstitutionsincludedevelopmentfinancialinstitutions,policybanks,commercialbanks(includingforeignbanks),andruralcooperativefinancialinstitutions.Theotherinstitutionsinclude

7、smallloancompanies,consumerfinancecompanies,andInternetfinancialplatformsthatprovideaplatformforshowcasingdepositandloanbusiness.Article3Conformityandprudentialassessmentsshallfollowtheprinciplesofvoluntaryparticipation,industryself-regulation,andpositiveincentives,onlyamarketplayerthatvoluntarilysu

8、bmitsanapplicationforparticipationintheassessmenttotheSelf-regulatoryMechanismshallbeassessed,andtheassessmentresultsshallbeusedforselectingmembersoftheSelf-regulatoryMechanism.TheSelf-regulatoryMechanismshallgivecertainpositiveincentivestoitsmembersinaccordancewiththeunifiedarrangementofthePeoplesB

9、ankofChina(PBC)andrequirethemtoassumecorrespondingobligations.Inordertocooperatewiththemacro-prudentialassessment,eachfinancialinstitutionconductingdepositorloanbusinessshalltaketheassessmentofpricingbehaviorindicators,andtheassessmentresultsshallalsobeusedinthemacro-prudentialassessment.愿参与的市场主体开展的

10、 自律评估。市场主体涵盖银 行业存款类金融机构、非银 行业金融机构以及自律机 制认可的其他机构（应首先 征得自律机制秘书处同意 后方可参与评估）。其中， 银行业存款类金融机构包 括开发性金融机构、政策性 银行、商业银行（含外资银 行）、农村合作金融机构。 其他机构包括小额贷款公 司、消费金融公司和为存贷 款业务提供展示平台的互 联网金融平台等。第三条合格审慎评 估遵循自愿参与、行业自律 和正向激励的原则，仅针对 自愿向利率自律机制提交 参与评估申请的市场主体 开展评估,评估的结果用于 遴选利率自律机制成员。利 率自律机制将按照人民银 行的统一安排赋予其成员 一定的正向激励，并要求其 承担相应义

11、务。为配合宏观 审慎评估,所有经营存款或 贷款业务的金融机构均需 参加定价行为指标的评估， 评价结果同时运用于宏观 审慎评估。第四条合格审慎评 估由利率自律机制负责组Article4TheSelf-regulatoryMechanismshallberesponsiblefororganizingconformityandprudentialassessmentsanddelegatethespecificimplementationtoitsSecretariat.AccordingtotheunifiedarrangementofthePBC,allthebranchesofthePBCW

12、川providenecessarysupportfortheSelf-regulatoryMechanismtoconductconformityandprudentialassessments.ChapterIlAssessmentIndicatorsandStandardsforDeposit-takingBankingInstitutionsArticle5Theconformityandprudentialassessmentindicatorsfordeposit-takingbankinginstitutionsinclude14indicatorsinfourcategories

13、:financialconstraints,pricingpower,pricingbehavior,andpricinginfluence(seeAnnex1forthestatisticalstandardsandcalculationformulasofsomeindicators):(1) Financialconstraint(35points)(a) Corporategovernance(5points)(b) Returnonassets(10points)(c) Netinterestmargin(10points)(d) Cost-to-incomeratio(10poin

14、ts)(2) Pricingpower(25points)(e) Organizationalstructure(5points)(f) Mechanismbuilding(10points)(g) Informationsystem(5points)(h) Decisionimplementation(5points)(3) Pricingbehavior(40points)织开展，并委托其秘书处具 体实施。按照人民银行总行 的统一安排，人民银行各分 支机构将对利率自律机制 开展合格审慎评估提供必 要的支持。第二章银行业存款类金 融机构的评估指标及标准第五条银行业存款 类金融机构的合格审慎评

15、 估指标包括财务约束、定价 能力、定价行为和定价影响 等4个方面共14项指标 （部分指标的统计口径和 计算公式见附1）,即：（-）财务约束（35分）1 .公司治理（5分）2 .资产利润率（Io分）3 .净息差（10分）4成本收入比（IO分）（二）定价能力（25分）5 .组织架构（5分）6 .机制建设（10分）7 .信息系统（5分）8 .决策执行（5分）（三）定价行为（40分）9 .竞争行为（20分）(i) Competitionbehavior(20points)(j) Deviationoftheinterestrateoneachtypeofdeposits(20points)(k) De

16、positinterestrateliberalization(itemcarryingpenaltypoints)(4) Pricinginfluence(40points)(l) Pricinginfluenceinthemoneymarket(10points)(m) Pricinginfluenceinthebondmarket(10points)(n)Pricinginfluenceinthecertificatesofdepositmarket(10points)(o)Pricinginfluenceinthecreditmarket(10points)10 .各项存款付息率偏离度

17、 （20 分）11 .存款利率市场化定价情 况（扣分项）（四）定价影响（40分）12 .货币市场定价影响力 （10 分）13 .债券市场定价影响力 （Ic）分）14 .存单市场定价影响力 （10 分）15 .信贷市场定价影响力 （IO 分）上述各项指标均采用百分 制o参评金融机构的合格审 慎评估得分为各项指标得 分的加权平均值，总分140 分。其中，定量指标包括资 产利润率、净息差、成本收 入比、各项存款付息率偏离 度、货币市场定价影响力、 债券市场定价影响力、存单 市场定价影响力和信贷市 场定价影响力等8项,合计 90分；定性指标包括公司 治理、组织架构、机制建设、 信息系统、决策执行和竞争

18、 行为等6项，合计50分。 此外,存款利率市场化定价 情况作为“定价行为”中的 扣分项，也为定量指标。Alltheaboveindicatorsshallbemeasuredonapercentagescale.Theconformityandprudentialassessmentscoreofanassessment-participatingfinancialinstitutionistheweightedaverageofthescoresforeachindicator,withamaximumscoreof140points.Amongthem,eightquantitativei

19、ndicators,namely,returnonassets,netinterestmargin,cost-to-incomeratio,deviationoftheinterestrateoneachtypeofdeposits,pricinginfluenceinthemoneymarket,pricinginfluenceinthebondmarket,pricinginfluenceinthecertificatesofdepositmarket,andpricinginfluenceinthecreditmarket,areassigned90points;sixqualitati

20、veindicators,i.e.,corporategovernance,organizationalstructure,mechanismbuilding,informationsystem,decisionimplementation,andcompetitionbehavior,areassigned50points.Inaddition,thedepositinterestrateliberalization,asanitemcarryingpenaltypointsunderthepricingbehavior,alsoservesasaquantitativeindicator.

21、Theassessmentstandardsandweightsoftheaboveindicatorsshallbeadjustedinduecourseaccordingtoeconomicandfinancialdevelopments,theneedsofmacro-regulation,therequirementsofregulatoryauthorities,andotherconditions.Article6Anassessment-participatinginstitutionwhichscores60pointsormoreforeachofthe10indicator

22、sunderfinancialconstraint,pricingpower,andpricingbehaviormaybeselectedasabasicmemberoftheSelf-regulatoryMechanism.Anassessment-participatinginstitutionthatscores60pointsormoreforatleast8ofthe10indicatorsmaybeselectedasanobservermemberoftheSelf-regulatoryMechanism;ifcompetitionbehaviorisfoundtobenon-

23、conforminginaquarterlypricingbehaviorassessment,thepricingbehaviorforthequartershallbeassesseddirectlyasnon-conforming.Ifforthefourquartersoftheprecedingyear,thepricingbehaviorisassessedasnon-conformingfortwoormoretimes,ortheaveragepricingbehaviorassessmentscoreislessthan60points,orthemacro-prudenti

24、alassessmentresultsincludetwoormoreGradeCs,theassessment-participatinginstitutionmaynotbeselectedasamemberoftheSelf-RegulatoryMechanismfortheyear.Thescoresforthefourindicatorsunderpricinginfluenceshallbebonuspoints.AcertainnumberofbasicmembersoftheSelf-regulatoryMechanismmaybeselectedasitscoremember

25、saccordingtotherankinginorderofthetotalscoresofconformityandprudentialassessment,inlightoftheconditionsofthemacro-prudentialassessment(MPA,)jsubjecttotheapprovalofthePBC.上述各项指标的评估标准 及权重将根据经济金融发 展情况、宏观调控需要和监 管部门要求等情况进行适 时调整。第六条经评估，“财 务约束”、“定价能力”、“定 价行为”下的10项指标每 项得分均达到60分及以上 的参评机构，即可被选为利 率自律机制基础成员。该 1

26、0项指标中至少8项指标 得分均达到60分及以上的 参评机构，即可被选为利率 自律机制观察成员，每季度 定价行为评估中，若竞争行 为不合格，则该季度定价行 为评估直接定为不合格。上 年度四个季度定价行为评 估2次或2次以上不合格 的，或定价行为评估平均分 低于60分的，或宏观审慎 评估的结果有两次或以上 被评为C档的，本年度不 可被选为利率自律机制成 员。“定价影响”的4项指标得分 为加分项。按照合格审慎评 估总得分排序，结合宏观审 慎评估（MPA）情况，并 报经人民银行同意，可将一 定数量的利率自律机制基 础成员选为利率自律机制 核心成员。第七条财务约束指Article7Financialco

27、nstraintindicatorsencompasscorporategovernance,financialcondition,costcontrol,andotherindicatorsthatreflectthefinancialconstraintconditionsofafinancialinstitution.Thereareatotalof4financialconstraintindicators.(1) Corporategovernance,thescoringcriteriaare:Ascoreof100points:Ameetingofshareholdersorme

28、mberrepresentatives,boardofdirectorsorcouncil,boardofsupervisors,andmanagement(collectively,corporatebodiesn)orsimilarbodiesbasedonthemoderngovernancestructurehasbeenestablished,withasoundorganizationalstructure,clearjobresponsibilities,andcompleterulesofprocedurewhicharestrictlyimplemented,andthere

29、isnointerventionofthegovernmentanditsrelevantdepartmentswhicharenotshareholdersintheelectionandappointmentofmembersofthecorporatebodiesandthespecificoperatingaffairsofthefinancialinstitutionbyadministrativemeans.Ascoreof60points:Corporatebodiesorsimilarbodiesbasedonthemoderngovernancestructurehasbee

30、nestablished,andthereisnointerventionofthegovernmentanditsrelevantdepartmentswhicharenotshareholdersintheelectionandappointmentofmembersofthecorporatebodiesandthespecificoperatingaffairsofthefinancialinstitution,developmentfinancialinstitution,orpolicybankbyadministrativemeans.标，是指金融机构的公司治 理、财务状况和成本

31、控制等 反映其财务硬约束状况的 指标，共4项指标。（一）公司治理，评分标准 为：已建立符合现代公司治理 结构的“三会一层”或类似 组织机构（包括股东大会或 社员代表大会、董事会或理 事会、监事会和管理层）， 组织机构健全,工作职责清 晰，议事规则完备，并得到 严格执行，不存在非股东的 政府及相关部门以行政手 段干预“三会一层”人员的 选举任用和金融机构具体 经营事务的情况：100分。已建立符合现代公司治理 结构的“三会一层”或类似 组织机构（包括股东大会或 社员代表大会、董事会或理 事会、监事会和管理层）， 不存在非股东的政府及相 关部门以行政手段干预“三 会一层”人员的选举任用和 金融机构具

32、体经营事务的 情况（或开发性金融机构、 政策性银行）：60分。尚未建立符合现代公司治 理结构的“三会一层”或类 似组织机构（包括股东大会 或社员代表大会、董事会或Ascoreof0point:Corporatebodiesorsimilarbodiesbasedonthemoderngovernancestructurehasnotbeenestablished,andthereisinterventionofthegovernmentanditsrelevantdepartmentswhicharenotshareholdersintheelectionandappointmentofmem

33、bersofthecorporatebodiesandthespecificoperatingaffairsofthefinancialinstitutionbyadministrativemeans;orinanassessmentyear,amaterialviolationoflawsandregulationsbyashareholder,whichhasdrawnpublicattention,andtheSelf-disciplinaryMechanismandabranchofthePBChavegainedanunderstandingofthesituationthrough

34、publicinformation,amongothers,orfinancialregulatoryauthorities,amongothers,circulateapublicnotice.(2) Returnonassets(ROA),thescoringcriteriaare:Ascoreof100points:notlessthan0.5%.Ascoreof60ormorebutunder100points:0%ormorebutunder0.5%.Ascoreof0point:lessthan0%.(3) Netinterestmargin(NIM)jthescoringcrit

35、eriaare:Ascoreof100points:notlessthan1.8%.Ascoreof60ormorebutunder100points:0.8%ormorebutunder1.8%.Ascoreof0point:lessthan0.8%.(4) Cost-to-incomeratio,thescoringcriteriaare:理事会、监事会和管理层）， 或存在非股东的政府及相 关部门以行政手段干预“三 会一层”人员选举任用和金 融机构具体经营事务的情 况;或在评估年度中因股东 存在重大违法违规行为，出 现相关舆情，利率自律机制 及人民银行分支机构通过 公开信息等掌握情况的、或

36、 被金融监督管理机构等予 以公开通报的：0分。（二）资产利润率（ROA）, 评分标准为：不低于0.5% （含）：100 分。0% （含）至 0.5%： 60 分 （含）至IOO分。0%以下：0分。（三）净息差（NlM）,评 分标准为：不低于1.8% （含）：IOO 分。0.8% （含）至 1.8%： 60 分（含）至100分。0.8%以下：0分。（四）成本收入比，评分标 准为：不高于35% （含）：IOO 分。Ascoreof100points:35%orless.Ascoreof60ormorebutunder100points:65%ormorebutunder35%.Ascoreof0p

37、oint:morethan65%.Orinthecaseofadevelopmentfinancialinstitution,policybank,thePostalSavingsBankofChina,oraforeignbank,thescoringcriteriaforthecost-incomeratioofareasfollows:Ascoreof100points:35%orless.Ascoreof60ormorebutunder100points:75%ormorebutunder35%.Ascoreof0point:morethan75%.Article8Pricingcap

38、abilityindicatorsmainlyreflecttheindependentpricingcapabilitiesofafinancialinstitutiontoadapttotheneedsoftheinterestrateliberalizationreformandincludefourindicatorsintotal.(1) Organizationalstructure,thescoringcriteriaare:Ascoreof100points:Specialpricingdecision-making,execution,andsupervisiondepart

39、mentshavebeenestablished,eachdepartmenthasclearrightsandresponsibilities,therearespecialpersonnelresponsibleformanagingthepricingforeachlineofbusiness,andthereisahighlevelofprofessionalism.65% （含）至 35%： 60 分（含）至100分。65%以上：0分。其中，开发性金融机构、政 策性银行、邮政储蓄银行及 外资银行成本收入比评分 标准为：不高于35% （含）：IOo 分。75% （含）至 35%： 60

40、 分 （含）至IOO分。75%以上：。分。第八条定价能力指 标,主要考察的是金融机构 适应利率市场化改革需要 所具备的自主定价能力，共 4项指标。（一）组织架构，评分标准 为：建立了专门的定价决策、执 行和监督部门，各部门权责 清晰，各业务定价均有专人 负责管理，专业性高：100 分。有定价管理部门，负责业务 定价和管理，或对经办部门 自行确定的其他业务定价 进行监测，定价管理部门人 员专业性较高，大部分定价 人员为专职人员：60分。Ascoreof60points:Thereisapricingmanagementdepartment,whichisresponsibleforbusines

41、spricingandmanagement,ormonitorsotherbusinesspricesdeterminedbyhandlingdepartmentsontheirown,thepricingmanagementdepartmenthashighlyprofessionalpersonnel,andmostofthepricingpersonnelarefull-timepersonnel.Ascoreof0point:Theorganizationalstructureforpricingisnotsound,andtherearebasicallynospecialprici

42、ngmanagerialpersonnel.(2) Mechanismbuilding,thescoringcriteriaare:Ascoreof100points:Depositandloanpricingmodelsscientificrulesandregulationssuchasmanagementmeasureshavebeenestablished,thereisafundstransferpricingsystem,whichisappliedtoperformanceevaluation,andthereistheabilitytodifferentiateandrefin

43、epricing;LPRiseffectivelyintegratedintotheconstructionofafundstransferpricingcurve,andthefundstransferpricingcurveforloanscanfullyreflectLPRchangesinatimelymanner.Ascoreof60points:TherearerulesandregulationssuchasmeasuresforthemanagementofRMBdepositandloanpricing,andtheinterestratesofRMBdepositsandl

44、oanscanbemeasuredanddetermined;therearerulesandregulationssuchasmeasuresforthemanagementoffundstransferpricing,internalpricesmaybedeterminedforthesourceandapplicationoffunds;LPRhasbeenappliedtothefundstransferpricingsystem,butthefundstransferpricingsystemdoesnotfullyreflectLPRchangesinatimelymanner.

45、定价组织架构不健全，基本 没有专门的定价管理人员： 0分。（二）机制建设，评分标准 为：建立了科学的存贷款定价 模型及管理办法等规章制 度，具有内部资金转移定价 系统并运用于绩效考评，具 备差异化、精细化定价的能 力；将LPR较好地融入内 部资金转移定价曲线构建， 且贷款内部资金转移定价 曲线能够及时充分体现 LPR变动情况：100分。有人民币存贷款定价管理 办法等规章制度，能够测算 确定人民币存贷款执行利 率;有内部资金转移定价管 理办法等规章制度，可对资 金来源和资金运用进行内 部定价；已将LPR运用至 内部资金转移定价系统,但 内部资金转移定价系统未 及时充分体现LPR变动： 60分。尚

46、未制定存贷款定价管理 办法等规章制度，或尚未制 定内部资金转移定价管理 办法等规章制度,或尚未将 LPR运用至内部资金转移 定价中：。分。Ascoreof0point:Rulesandregulationssuchasmeasuresforthemanagementofdepositandloanpricinghavenotbeenformulated,orrulesandregulationssuchasmeasuresforthemanagementoffundstransferpricinghavenotbeenformulated,orLPRhasnotbeenappliedtoint

47、ernalfundtransferpricing.(3) Informationsystem,thescoringcriteriaare:Ascoreof100points:Thereisaloanpricingmanagementsystemsupportingdifferentiatedandrefinedpricing,whichallowsforpricingcalculationandmanagementofloansonacase-by-casebasis;thecalculationresultshavebindingforce;thereisadepositpricingtem

48、platethatsupportsdifferentiatedandrefinedpricing,whichallowspricingcalculationofdeposits;andsupportisprovidedforincorporatingLPRintotheconstructionoftheinternalfundtransferpricingcurveinthesystem.Ascoreof60points:Thereisaspecialloanpricingmanagementsystemthatallowsforpricingcalculationandmanagemento

49、floans;andthereisadepositpricingtemplatethatallowspricingcalculationofdeposits.Ascoreof0point:Thereisnoloanpricingmanagementsystem,oralthoughthereisasystem,pricingcalculationandmanagementcannotbeperformedthroughthesystem,norcantheroleofLPRintheconstructionoffundstransferpricingcurvebereflected;there