OREANDA-NEWS. Small- and medium-sized Chinese life insurers are more vulnerable to potentially significant unrealised investment losses following the sharp decline of the stock market in China, Fitch Ratings says.

Smaller life insurers generally have more aggressive risk appetites compared with their larger counterparts. The smaller companies are also more reliant on bancassurance channels due to smaller agency distribution networks, and they face intense competition from peers and banking products.

Many smaller insurers concentrate on low-margin savings-type products with short durations, such as single-premium universal life policies. They often pursue high investment returns to offer attractive rates to policy holders (generally between 4% and 6.5% and occasionally up to 8% from some small insurers, compared with a three-year deposit rate of 2.75%) and to generate interest spreads for profits, resulting in greater exposure to equities compared with large insurers. Some insurers allocate more than five times their shareholders' equity to equity investments. The short durations of their insurance liabilities might lead them to dispose of some of their investments at unfavourable prices.

Fitch believes that the impact of recent stock market correction in China remains manageable for large life insurers. More conservative asset allocations with bigger shares of long-duration insurance policies should make them more resilient to stock market volatility. The 3Q15 results of four listed insurers and insurance groups - China Life Insurance Company Limited (A+/Stable), Ping An Insurance (Group) Company of China, Ltd., China Pacific Insurance (Group) Co., Ltd., and New China Life Insurance Company Ltd. - showed their capital positions remained intact. Their shareholders' equity decreased by less than 10% in 3Q15 despite the 29% drop in the Shanghai Composite Index. This resilience may be attributed to their dynamic asset management, which reduced equity exposure. Continuing premium inflows and flexibility to reduce policyholders' payments also cushion the impact of a volatile stock market.

Fitch closely monitors stock market movements and may take negative rating action if a persistent stock-market decline results in significant deterioration of rated entities' capitalisation, and they do not take action, such as raising new capital, to restore their capital positions.