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图表17我国G-SIBs的TLAC缺口测算
图表17我国G-SIBs的TLAC缺口测算
行业数据
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图片属性
图片格式:PNG
图片大小:306KB
图片尺寸:2302*1631
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所属报告:
银行与金融科技行业商业银行资本专题:行业监管趋严内外并举夯实资本能力-220228(24页).pdf
打包全文图表
相关数据
图28、在考虑锁汇成本的情况下,欧美G-SIBs的AT1资本补充工具、Tier2
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行业数据
2026-02-24
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测算四大行2024E指标达标情况及TLAC缺口
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其它
2024-03-14
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2023年D-SIBs名单
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2024-03-08
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2023年11月发布的最新G-SIBs名单
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2024-03-08
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TLAC债定价或介于大行3年期普通金融债及剩余期限3年二级资本债之间
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2024-03-08
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2024年不同情形下TLAC缺口(亿元)
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2024-03-08
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全球TLAC债券发行情况(亿美元)
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2024-03-08
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国有大行TLAC债发行计划情况
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2024-03-08
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预计2025年初国内G-SIBs的TLAC缺口约2.18万亿
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2023-12-21
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预计2025年初国内G-SIBs的TLAC缺口约1.15万亿
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2023-12-21
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考核时点前国外G-SIBs合格TLAC工具发行情况(亿美元)
fCDml7bpl7QgICAgICAgfCDotYTmnKzlt6XlhbcgfCBUTEFD5YC65Yi4IHwKfC0tLS0tLS0tLS0tLXwtLS0tLS0tLS0tfC0tLS0tLS0tLS18CnwgMjAxNy40LTIwMTcuMTIgfCA3MDAgICAgICB8IDIzMDAgICAgIHwKfCAyMDE4ICAgICAgIHwgNzAwICAgICAgfCAzMzAwICAgICB8CnwgMjAxOSAgICAgICB8IDE3MDAgICAgIHwgMjcwMCAgICAgfAp8IDIwMjAgICAgICAgfCA5MDAgICAgICB8IDQxMDAgICAgIHwKfCAyMDIxICAgICAgIHwgNzAwICAgICAgfCA1MzAwICAgICB8
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2023-12-08
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2023年G-SIBs分组及对应的更高损失吸收能力要求
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2023-12-08
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截至2023Q3年四大行TLAC缺口测算
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2023-12-08
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国内TLAC可计入项与扣除项
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2023-12-08
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结构式和合约式TLAC非资本债务工具比较
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除此之外,大型银行还面临 TLAC监管要求,经初步测算,我国四家G-SIBs也存在一定资本缺口,但整体在 2025年的达标压力不大。我们对 2022年-2024年四家银行的基本情况作出如下假设:1)假设每年 RWA增速为 2017-2020年的年复合增长率;2)假设每年净利润增速为 2018、2019年增速的平均,因盈利受疫情影响程度较大,剔除 2020年的异常值;3)假设每年分红率 30%;4)假设逆周期资本缓冲为 0;5)假设存款保险基金豁免比例达到 2.5%。经我们测算,考虑到 TLAC风险加权比率要求,至 2024年底,工行、农行、建行、中行的 TLAC缺口分别为 0.41、0.43、0.37、0.48万亿元,四家G-SIBs合计 1.72万亿元,平均每年需补充 0.57万亿元。
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银行与金融科技行业商业银行资本专题:行业监管趋严内外并举夯实资本能力-220228(24页).pdf
图表9净息差收窄
图表8资产利润率下行
图表7TLAC构成
图表6我国系统重要性银行面临附加监管要求
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