Asset-Liability Ratio Management

(1) the people's Bank of China and the China Banking Regulatory Commission (CBRC) carry out proportional management systems for the use of funds by commercial banks, and take the asset liability ratio management system as the basic examination content.

(2) the quality index of the loan refers to the monitoring index of the assets quality of the commercial banks by the CBRC. As a result of historical reasons, the asset business of the commercial banks can not reach the quality index stipulated by the CBRC, and the commercial banks should propose a plan to improve each year by the supervisory board of the Banking Regulatory Commission and the commercial bank.

(3) monitoring indicators mean that commercial banks should, in accordance with the monitoring targets set by the CBRC and formulate their own implementation methods of asset liability ratio management according to their own characteristics according to the characteristics of their own capital operation, and be organized and implemented within the system after being approved by the CBRC.

(4) assessment organization refers to the assessment of the implementation of the assets and liabilities ratio monitoring and control index by commercial banks.

(1) capital adequacy index.

According to the principles of the Basel agreement, the people's Bank of China, the China Banking Regulatory Commission, the relevant provisions of the people's Bank of China and the China Banking Regulatory Commission, the ratio of capital to total weighted risk assets of commercial banks should not be less than 8%, of which core capital should not be less than 4%, and subsidiary capital should not exceed core capital.

(2) index of deposit and loan ratio.

The ratio of loans to deposits of commercial banks should not exceed 75%.

(3) the ratio of medium and long term loans.

The ratio of medium and long-term loans of commercial banks over 1 years (including 1 years) to 1 years or above should not exceed 120%.

(4) asset liquidity ratio index.

The proportion of current assets (assets that can be realizable within 1 months) and all kinds of liquid liabilities (i.e. deposits in 1 months and net interbank money) shall not be less than 25%.

Among them, liquid assets include cash in stock, deposits in the central bank, deposits in the same industry, treasury bonds, net trade discards due within 1 months, loans expiring within 1 months, bank discount bills due within 1 months, and other securities approved by the people's Bank of China.

(5) deposit reserve ratio index.

The ratio of deposit reserves to deposits of commercial banks in the central bank must not be less than 8%.

(6) single loan proportional index.

The ratio of the loan balance to the bank capital balance of a commercial bank shall not exceed 10%, and the total amount of loans granted to the largest 10 customers must not exceed 50% of the total bank capital.

(7) the ratio of borrowing funds.

The ratio of the fund to the balance of the deposit shall not exceed 4%, and the ratio of the balance of the withdrawal of the fund to the balance of the deposits (excluding deposit reserve, reserve fund and interbank loan) shall not exceed 8%.

(8) the ratio of loans to shareholders.

The balance of loans provided by commercial banks to shareholders shall not exceed 100% of the shares paid by the shareholder.

The conditions for commercial banks to lend to their shareholders are not superior to those of other clients.

3. capital composition and asset risk weighting.

(1) capital composition and scope of assets.

The appendix two of the people's Bank of China's Circular on the management of assets and liabilities ratio of commercial banks indicates that the capital and assets in this provision refer to the financial capital and financial assets of the renminbi business opened by banks.

(2) risk weighting.

The foregoing stipulates that the assets of banks are divided into different categories, and the risk weights are set according to the risk degree of assets in the financial market. The risk weights are classified into five categories: 0, 10%, 20%, 50% and 100%, and the assets calculated according to the risk weights are called weighted risk assets.