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2009 1210 2023 02 10 1988 2004 2010 2017 III III 2022 7 2022 III III III 2023 1 1 2010 III III III 1 2:3 III III 1 2 25%40%30%100%150%III 010-66500886 S0360517090002 010-66500862 S0360519070002 22Q4 2023-02-10 2023-02-09 GDP 2023-02-04 2022 2023-02-02 2023-01-20 2009 1210 III III 1 III III 2 3 III III III III III 2009 1210 3“”.6.6 1 1988 7.6 2 II 2004 6.7 3 III 2010 12.7 4 2017 12.8.9 III.10.11 1 3.11 2.12 3.13 4.14 5.15.15 1.16 2.17.17.18.19.20.21.21.22.26 2009 1210 4 1.6 2.7.7 4.8 5 III.9 6.9 7 III III.10 8 III.10 9.11 10.12 11.12 12.12 13.13 14 III.13 15.14 16.14 17.14 18.15 19.15 20 III.16 21.16 22.17 23.17 24.18 25.18 26.19 27 III.19 28.20 29 2021.20 30 III.21 31 III.21 32 2022.22 33 III 2009 1210 5.23 34 NCD.23 35 NCD 1Y-1M.23 36 3%.24 37.24 38.24 39.25 40 III.26 2009 1210 6 1988 2004 2010 2017 1 1 1988 7 1974 1975 2 20 80()4%8%I 2009 1210 7 2 2 II 2004 6 1995 1997 2004 2008 3 3 III 2010 12 2008 2009 1210 8 LCR NSFR 1 2 4 4 2017 12 2020 4 1 2023 1 1 G-SIB 2009 1210 9 5 III III III 2012 III 2018 2021()2022 7 2022 6 III III 2021 10 III III 2009 1210 10 II III 7 III III 2021 10 1 2 3 4 III III 2023 1 1 2010 III III 8 III 2009 1210 11 III RWA 9 1 3 i ii i A+A-3 50%30%ii ABC A 3 25%40%30%A 3 2009 1210 12 10 11 Grade A 14%5%3 30%III 3 20%3 25%III 3 A III A 3 25%40%30%A 3 12 Grade A 14%5%3 30%2 i II III May 100%III Will ii III and other financial institutions 2009 1210 13 13 100%III Grade A Grade B 3 14 III 3 i ii i BBB+BBB-100%75%ii 65%85%100%2009 1210 14 15 16 III 75%100%III III 65%85%100%17 4 III LTV(Loan To Value/)()LTV 80%LTV 50%2009 1210 15 50%20%LTV 80%III 18 5 i 100%150%ii 75%45%iii 250%i 100%ii 75%iii 250%1250%III III 19 RWA 2009 1210 16 1(PD)(PD)(LGD,loss given default)(EAD,exposure at default)(M)i 5 A-IRB F-IRB ii SA iii 5 20 III III 5 21 2009 1210 17 2 i PD PD 0.03%0.1%PD 0.03%0.05%ii LGD LGD 45%40%LGD PD LGD 22 23 PD 1 0.03%LGD 40%LGD i PD PD LGD LGD 40%ii LGD LGD iii PD i 2009 1210 18 ii ES VaR SVaR ES 10 iii i ii iii 2017 12 quantitative impact study i ii BI BI iii ILM ILM 24 25 ILM III ILM ILM 1 2009 1210 19 ILM 10 ILM 1 ILM 1 26 III(G-SIBs)3%G-SIBs Leverage Ratio Buffer G-SIBs 50%50%1%-3.5%=-/x100%27 III FSB BIS FSB 2015 1 FSB 2021 11 2 1.5 4.75%3.75%III 1 2009 1210 20 1.0%4.5%(3.5%III III 28 29 2021 FSB BIS Wind i 1.06 1.06 ii 72.5%50%5%2.5%2027 1 1 72.5%i 1.06 ii RW A 72.5%1.06 80%III 1.06 RWA 6%2012 80%80%III 2009 1210 21 30 III III 1 2 3 III 31 III 1 2022 12 31 2.08 9815 47%1.10 53%2009 1210 22 2 2022 12 31 3.19 1.84 58%1.35 42%54%46%RW A 32 2022 Wind III III 2009 1210 23 33 III 1 25%20%A 40%30%3M 20%B 75%3M 50%C 150%3M 34 NCD 35 NCD 1Y-1M Wind 2022 12 31 Wind 2 3 25%A B C 40%30%75%150%3 III 150%100%III 4 250%III 250%2009 1210 24 2022 12 2.15 7.1 30%36 3%37 2022 12 31 2022 12 31 5 2022 12 31 1.01 III Grade A Grade B 100%3 GradeA B 45%75%38 2022 12 31 6 III 100%75%III 65%75%2009 1210 25 85%100%39 2022 12 31 III 2013 12 LTA MBA FBA III 1 25%III III LTA MBA FBA 1250%III 120 MBA 3 3 25%20%III 3 40%30%3 3 3 75%/150%50%/150%III 25%30%/40%2 2009 1210 26 100%III III MBA III MBA III 150%100%III 100%150%3 III III III III 0 100%65%40 III III（the“look-through approach”，LTA）25%100%LTA the mandate-based approach MBA LTA III MBA MBA LTA III 30%/40%150%100%65%the fall-back approach FBA 1250%III III 2009 1210 27 2015 CFA 2019 2018 2020 2020 2020 2020 2021 2021 2022 2022 2022 2009 1210 28 010-63214682 010-63214682 010-63214682 010-63214682 010-63214682 010-63214682 010-66500808 010-66500821 010-63214682 0755-82828570 0755-83715428 0755-82871425 0755-83024576 0755-82756804 0755-82756803 0755-82871425 021-20572536 021-20572551 021-20572555 021-20572257-2552 021-20572506 021-20572585 021-20572560 021-20572509 021-20572548 021-20572573 021-20572559 021-20572559 0755-82756805 021-20572559 玙 021-25072549 0755 82756805 2009 1210 29(300)6 20%6 10%20%6-10%10%6 10%20%3-6 5%3-6-5%5%3-6 5%26 C 3A 1061 A 19 33 12 100033 518034 200120 010-66500801 0755-82027731 021-20572500 010-66500900 0755-82828562 021-20572522
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