Enclosure 2 - IA’s Interpretation Note

Annex Email: HKMA E-mail Alert of 13 July 2026 (05:00 p.m. HKT)

Document Information

Title: Enclosure 2 - IA’s Interpretation Note

Type: Annex

URL: https://brdr.hkma.gov.hk/eng/doc-ldg/docId/20260708-3-EN

Email Received: 2026-07-13 17:20

Summary Created: 2026-07-13 12:00

English Summary
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Management Summary
  • Purpose / Background: The IA has issued this Interpretation Note to formalize the review mechanism for "Illustration Rate Caps" in participating policies, supplementing the February 2025 Practice Note. It aims to ensure that rate caps remain aligned with evolving economic conditions, interest-rate volatility, and asset allocation strategies.
  • One-line conclusion: The IA has established a structured, biennial formula-based review mechanism for illustration rate caps, effective immediately, to maintain consistency and competitiveness in participating product illustrations.
  • Key Changes:
  • Implementation of a formal, formula-based adjustment process using industry-wide asset allocation and market return outlooks.
  • Introduction of a "smoothing rule": adjustments are only triggered if the calculated difference exceeds 50 basis points (bps) and will be applied in 50 bps increments.
  • Establishment of a biennial (every two years) review frequency.
  • Inclusion of a provision for *ad hoc* reviews initiated by the IA or the industry during significant market shifts.
  • Definition of the calculation methodology involving fixed income vs. growth asset buckets (including alternatives/private assets).
  • Key Dates / Deadlines:
  • Effective Date: Immediate.
  • First Scheduled Review: Data as of 1 July 2027; results communicated in Q3 2027.
  • Applicability / Impact scope: All authorized insurers providing participating policies as defined in the February 2025 Practice Note.
  • Recommended management actions:
  • Update internal compliance frameworks to reflect the new biennial review and potential for *ad hoc* regulatory adjustments.
  • Review current asset allocation reporting and projection methodologies to ensure they align with the IA's "modestly optimistic" gross return estimation approach.
  • Prepare internal stakeholders for the first official review cycle leading up to Q3 2027.
  • Monitor published investment outlooks from major institutions, as these form the basis of the IA’s formula-based adjustments.
Detailed Summary

1) Document overview

  • This Interpretation Note provides technical clarity on the "Review Mechanism" for illustration rate caps for participating policies. It ensures regulatory consistency following the February 2025 Practice Note and balances market competitiveness with long-term stability.

2) Main requirements

  • Formula-based adjustment: The IA will calculate a "representative net return" using:
  • Aggregate asset allocation data from major participating products (top authorized insurers).
  • Expected returns from at least three leading investment banks and three asset management firms.
  • Deduction of a "spread" representing the difference between fund earnings and customer IRRs.
  • Smoothing Rule: To avoid volatility, adjustments are only triggered if the variance > 50 bps, applied in increments of 50 bps.
  • Parallel Application: Adjustments apply to both HKD and non-HKD products.

3) Key changes

  • Transition from ad-hoc supervisory oversight to a structured, transparent, and formulaic adjustment framework.
  • Formalized inclusion of "alternatives and private assets" (e.g., private credit, PE, venture capital) within the "growth assets" bucket for return estimation.

4) Important dates & transition

  • Immediate Effect: The mechanism is currently in force.
  • First Review: Scheduled for 1 July 2027, with results communicated in Q3 2027.
  • Consultation: The IA commits to stakeholder consultation if a rate adjustment is deemed necessary following a review.

5) Impact and risks

  • Compliance: Insurers must align their projection assumptions with the market data and methodologies specified by the IA.
  • Operations: Potential for periodic updates to point-of-sale benefit illustrations based on the IA’s biennial cycle.
  • Data/Reporting: Continued reliance on annual statutory returns data to inform the industry-wide allocation buckets.

6) Compliance action checklist

  • Verify that internal "growth asset" definitions align with the IA’s inclusion of private/alternative assets.
  • Ensure the "spread" calculation methodology is robust, as it serves as the stable baseline for net return derivation.
  • Establish an internal monitoring process to track the IA’s criteria vs. internal product performance for early identification of potential cap changes.

7) Appendices/attachments summary

  • *Note: * The provided document does not contain separate appendices; however, the footnotes (1-4) define technical parameters such as growth asset composition, data sources for return outlooks, and the definition of the "spread," which are integrated into the primary review formula.
中文摘要
快速切換摘要區塊
管理層摘要
  • 目的/背景 保險業監管局(IA)為補充 2025 年 2 月 28 日發佈的《分紅保單紅利演示利率上限實務指引》,正式確立一套結構化的「紅利演示利率上限檢討機制」,以因應利率波動及投資組合配置的變化,確保演示利率能反映市場現況。
  • 一句話結論 IA 引入了基於「公式調整」、「平滑規則」及「市場監測」的雙年檢討機制,並設定了明確的調整觸發門檻(50 個基點),以維持分紅保單產品的透明度與競爭力。
  • 關鍵變更
  1. 結構化機制 將以往較為抽象的監管期待,轉化為具體的公式計算框架。
  2. 公式導向 整合行業資產配置數據與市場前瞻回報(至少 3 家投行及 3 家資產管理公司數據)進行計算。
  3. 平滑規則 僅在計算值變動超過 50 個基點(bps)時才進行調整,且調整以 50 個基點為單位。
  4. 固定檢討週期 確立每兩年一次的定期檢討機制,並保留緊急情況下的臨時審查權。
  • 重要日期
  • 本指引立即生效。
  • 首次檢討基準日: 2027 年 7 月 1 日。
  • 首次檢討結果公佈: 2027 年第 3 季。
  • 適用對象 所有提供分紅保單的授權保險公司。
  • 管理層建議行動
  1. 資料備存 建立與內部資產配置數據(特別是 Class A 業務)的長期追蹤機制,以備 IA 年度申報需求。
  2. 基準檢視 評估現有非港元保單的利率演示是否符合「平滑規則」下的 50bps 變動區間。
  3. 流程更新 將此檢討機制納入產品研發與合規審計流程中,確保演示利率制定有據可循。
  4. 監控機制 密切關注 IA 於 2027 年的首次檢討結果,並提前準備參與相關諮詢(若觸發調整)。
詳細摘要

1) 文檔概述
本文件為《分紅保單紅利演示利率上限實務指引》的詮釋說明,目的在於透過結構化的公式與流程,定期審視並調整分紅保單的演示利率上限,以確保其與經濟環境及市場實踐保持同步。

2) 主要要求

  • 公式調整(Formula-based Adjustment)
  • 基於主要分紅產品的資產配置(固定收益與成長型資產),選取最高總回報的配置組合進行計算。
  • 參考至少 3 家主要投資銀行及 3 家資產管理公司的前瞻性回報數據,扣除特定的「利差(Spread)」後得出客戶淨回報,進而評估是否調整上限。
  • 平滑規則(Smoothing Rule)
  • 為避免頻繁且微小的利率波動,僅在計算得出的數值變動超過 50 個基點時執行調整。
  • 調整幅度必須為 50 個基點的倍數。
  • 市場監測 持續監控國際市場趨勢,確保演示利率上限與香港市場的貨幣屬性及產品特性具備競爭力。

3) 關鍵變更

  • 相較於過往較為定性的監管期待,新制建立了可量化的公式導向框架。
  • 同時針對港元與非港元產品進行並行調整,以反映利率環境差異。
  • 明確「利差」定義為保險公司預期利潤與費用分攤的穩定指標,僅在極端市場環境下才會進行結構性審查。

4) 重要日期與過渡安排

  • 立即生效 即日起,保險公司應遵循此機制架構。
  • biennial 檢討 每兩年進行一次定期檢討。
  • 首次檢討 基準日為 2027 年 7 月 1 日,結果將於 2027 年 Q3 溝通,若涉及重大調整將啟動諮詢。

5) 對機構的影響與風險

  • 營運合規 需確保年度資產配置申報數據的準確性,因該數據將直接影響行業整體演示利率上限的計算。
  • 財務預測 若未來利率環境大幅波動,50bps 的步長調整可能影響新產品的銷售定價策略。

6) 合規動作清單(Checklist)

  • [ ] 檢查現有產品演示利率是否符合最新的監管調整邏輯。
  • [ ] 確保年度統計申報(Statutory Returns)中關於 Class A 業務的資產配置數據符合 IA 要求。
  • [ ] 針對 2027 年 Q3 的首次檢討結果,預留資源參與潛在的產業諮詢。

7) 附件/附錄摘要

  • 本文件未附設獨立章節外的附錄,文中註腳補充說明了成長型資產定義(含替代性投資及私人信貸等)及利差計算的參考 duration,為公式計算的核心參數,影響合規門檻的判定。