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投资期限拉长0.2年,即1%的ΔEVE空间大概对应国有行承接10年债券体量为1.59万亿元(亿元)
投资期限拉长0.2年,即1%的ΔEVE空间大概对应国有行承接10年债券体量为1.59万亿元(亿元)
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所属报告:
银行行业深度报告:资负结构转化中的银行利率风险重估-250724(55页).pdf
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相关数据
上市银行2025年△EVE/一级资本较年初变化
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行业数据
2026-04-20
原图定位
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国股行“ΔEVE”指标统计与测算
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行业数据
2025-12-19
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2025Q2上市银行△EVE占一级资本的比例(假设利率上升225bps)
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行业数据
2025-12-17
原图定位
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图5、2024年末部分样本银行ΔEVE/一级资本接
fCDpk7booYzlkI3np7AgICB8IM6URVZFL+S4gOe6p+i1hOacrO+8iCXvvIkgfAp8LS0tLS0tLS0tLS0tfC0tLS0tLS0tLS0tLS0tLS0tLS0tLXwKfCDlu7rorr7pk7booYwgICB8IDE0LjcgICAgICAgICAgICAgICAgfAp8IOW3peWVhumTtuihjCAgIHwgMTQuOCAgICAgICAgICAgICAgICB8Cnwg5Yac5Lia6ZO26KGMICAgfCAxNC40ICAgICAgICAgICAgICAgIHwKfCDkuK3lm73pk7booYwgICB8IDEwLjAgICAgICAgICAgICAgICAgfAp8IOS6pOmAmumTtuihjCAgIHwgOS4yICAgICAgICAgICAgICAgICB8Cnwg6YKu5YKo6ZO26KGMICAgfCAxMS4zICAgICAgICAgICAgICAgIHwKCui1hOaWmeadpea6kO+8muWQhOmTtuihjOOAiui1hOacrOeuoeeQhuesrOS4ieaUr+afseS/oeaBr+aKq+mcsuaKpeWRiuOAi++8jOWFtOS4muivgeWIuOe7j+a1juS4jumHkeiejeeglOeptumZouaVtOeQhg==
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行业数据
2025-12-15
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主要国股行2024年末ΔEVE占一级资本比重
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行业数据
2025-12-09
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国有大行EVE对核心一级资本侵蚀更严重
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行业数据
2025-12-09
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国内系统重要性银行IRRBB定量测算:部分银行ΔEVE贴近-15%监管上限(亿元)
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行业数据
2025-12-05
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国内系统重要性银行IRRBB定量测算(2024年度三支柱信息披露),部分银行ΔEVE贴近监管上限(-15%)
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行业数据
2025-07-28
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注资后,大行ΔEVE/核心一级资本净额改善0.06pct~1.87pct(2024H1)
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行业数据
2025-04-07
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轮式人形机器人EVE
fCAgfCAgfAp8LS0tLS0tLXwtLS0tLS0tfAp8IEVWRSBJbmR1c3RyaWFsIHwgIHwKfCDotYTmlpnmnaXmupDvvJoxWCBUZWNobm9sb2dpZXPvvIzkuK3pgq7or4HliLjnoJTnqbbmiYAgfA==
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行业数据
2025-03-18
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2024年10月《EVE》发布预告片
fCDlm77niYcgfCAyMDI05bm0MTDmnIjjgIpFVkXjgIvlj5HluIPpooTlkYrniYcgfAp8IC0tLSB8IC0tLSB8Cnwg5LiO5L2g44CM6LaF57qn5a+56b2Q44CN55qE54G16a2C5Ly05L6jIHwg6aaW5qyh5rWL6K+V5bCG5LqO6L+R5pyf5byA5ZCvIHwKfCDnlLPor7fpk77mjqXlnKjop4bpopHor6bmg4XkuK0gfA==
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行业数据
2025-02-24
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测算承接地方债后,上市银行利率风险指标(EVE)大概提升1.38pct
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行业数据
2025-02-14
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图表20《EVE》3D形象示例
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行业数据
2025-02-05
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1XTechnologies产品EVE及NEO产品参数对比
fCDmnLrlmajkurrnsbvlnosgfCBFVkUgfCBORU8gfAp8LS0tLS0tLS0tLXwtLS0tLS18LS0tLS0tfAp8IOacuuWZqOS6uui6q+mrmCB8IDEuODZtIHwgMS42N20gfAp8IOacuuWZqOS6uuS9k+mHjSB8IDg2a2cgfCAzMGtnIHwKfCDnp7vliqjpgJ/luqYgfCDmnIDpq5jpgJ/luqbvvJoxNC40a20vaCB8IOihjOi1sOmAn+W6pu+8mjRrbS9oIOi3keWKqOmAn+W6pu+8mjEya20vaCB8Cnwg6I236L296IO95YqbIHwgMTVrZ+iNt+i9veiDveWKmyB8IDIwa2fojbfovb3og73lipsgfAp8IOe7reiIquaXtumXtCB8IDblsI/ml7YgfCAyLTTlsI/ml7YgfAoK6LWE5paZ5p2l5rqQ77yaMVggVGVjaG5vbG9naWVz5a6Y5pa5572R56uZ77yM5aSq5bmz5rSL6K+B5Yi456CU56m26Zmi
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2023-12-11
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投资期限拉长 0.2 年左右,即 1%的 ΔEVE 空间大概对应国有行的债券承接能力:10 年债 1.59 万亿元 / 30 年债 3000 亿元左右。因各行的资本充足情况及资负结构、债券期限结构有差异,我们观察到同样是 1%的 ΔEVE 空间,工行、建行、农行这三家大行承接长期限债券的能力更强,单家银行可承接 10 年期债券约 4000 亿元,而邮储、交行相对较弱,同等条件下承接量为 1000 亿元左右。
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银行行业深度报告:资负结构转化中的银行利率风险重估-250724(55页).pdf
2026年银行利率风险行业报告:资负期限错配加重,大行△EVE逼近15%上限
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