金融体系指标大全（2024年版）

Financial Data and Key Metrics - The number of high-risk banks decreased from 366 to 337, but their total assets increased from 5.71 trillion to 6.63 trillion [3] - The regulatory standards for loan loss provisions include a minimum provision coverage ratio of 150% and a loan provision ratio of 2.5%, implying a non-performing loan ratio of around 1.67% [14] - The non-performing loan ratio should not exceed 5%, and the non-performing asset ratio should not exceed 4% [38] Business Line Data and Key Metrics - The risk classification of financial assets has been expanded to include all assets bearing credit risk, such as loans, bond investments, equity investments, and interbank assets [5] - The loan risk migration indicators include the migration rates of normal, special mention, substandard, and doubtful loans [15] - The credit cost, which measures the bank's risk coverage ability, is calculated as the current credit provision divided by the average loan balance [44] Market Data and Key Metrics - The high-risk banks are concentrated in regions such as the three northeastern provinces, Gansu, Inner Mongolia, Henan, and Shanxi, while 10 provinces including Fujian, Guizhou, and Jiangsu have no high-risk banks [31] - The cross-border financing macro-prudential adjustment parameter was increased from 1.25 to 1.5, allowing enterprises and financial institutions to expand their foreign debt limits by 20% [69] Company Strategy and Industry Competition - The new regulatory requirements for financial asset risk classification do not introduce new standards but clarify the relationship between overdue loans and non-performing loans [7] - The loan loss provision coverage ratio and loan provision ratio have been adjusted to encourage banks to reduce their provision coverage and enhance their ability to benefit the real economy [14] - The macro-prudential management of cross-border financing has been extended nationwide, with adjustments to the macro-prudential coefficient to stabilize the exchange rate [23][24] Management Commentary on Operating Environment and Future Outlook - The regulatory authorities have encouraged large banks with high provision coverage to reduce their coverage ratios in an orderly manner to support the real economy [34] - The central bank has been conducting quarterly ratings of financial institutions since 2018, with higher ratings indicating greater risk [30] - The central bank has adjusted the foreign exchange risk reserve ratio multiple times to manage exchange rate expectations and stabilize the market [19][20] Other Important Information - The loan risk classification has evolved from the "one overdue, two doubtful" system to the five-category classification system, with further clarifications on the relationship between overdue loans and non-performing loans [34] - The loan loss provision calculation includes general provisions, special provisions, and specific provisions, with specific provisions determined by banks based on risk conditions and historical experience [37] - The loan risk migration indicators and the non-performing loan generation rate are used to monitor the quality of loans and the bank's risk management capabilities [15][44] Summary of Q&A Session Question: What are the key changes in the loan risk classification system? - The loan risk classification system has expanded from focusing solely on loans to including all financial assets bearing credit risk, such as bond investments and interbank assets [5] - The relationship between overdue loans and non-performing loans has been clarified, with overdue loans expected to be classified as non-performing if they meet certain criteria [7] - The loan loss provision coverage ratio and loan provision ratio have been adjusted to encourage banks to reduce their provision coverage and support the real economy [14]