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上市国有行资负净久期缺口约为1年,股份行约为1.3年(2024年报)
上市国有行资负净久期缺口约为1年,股份行约为1.3年(2024年报)
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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
不同久期缺口下利率变动与资产净值变动关系(假定资负利率变动一致)
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行业数据
2025-12-17
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我国保险资负久期错配程度较高
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其它
2024-01-03
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偿二代二期缩减净现金流评估范围、统一资负两端折现率曲线,降低利率风险
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行业数据
2022-01-06
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上市国有行资负净久期缺口约为 1 年,股份行约为 1.3 年。国有行中农行(1.3年)、邮储(1.45 年)久期缺口较高,主要是债券投资占比高以及邮储的存款重定价偏短;股份行中浦发(1.95 年)久期缺口较高,主要是贷款的重定价周期较长,5年以上重定价贷款占比约为 12%。
行业数据
原图定位
当前图表所属:
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
上市银行配置盘各账户投资分期限增减情况:2024H2国有行FVOCI增配1-5年,AC增配5年以上(亿元)
上市银行投资结构以持有长期限政府债到期为主,国有行剩余期限5年以上投资占比40%(2024年,亿元)
央行2023-2025年多次提及硅谷银行及中小银行利率风险问题
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