2021
2021I
1. ......................................................1
1.1 ...............................................1
1.2 ...............................................2
1.3 ...............................................2
2. .........................................2
2.1 ......................................2
2.2 ..................................2
2.3 ................................3
2.4 ................................3
2.5 ................................4
3. ...........................................4
3.1 .............................................4
3.2 .............................................5
3.3 ........................................7
3.4 ........................................8
3.5 .............................9
4. ..............................................9
4.1 ........................................9
4.2 ...........................................11
5. ..................................................11
5.1 ...........................................11
2021II5.2 ...........................................12
5.3 ...........................................14
5.4 ......................................15
5.5 ........................................17
5.6 .............................................18
6. ..................................................21
6.1 ...........................................21
6.2 ...........................................21
7. ..................................................22
7.1 ...........................................22
7.2 ...........................................22
8. ..................................................23
8.1 ........................................23
8.2 .............................................24
9. ......................................................26
9.1 ..................................26
9.2 ...............................................27
10. ......................................................28
10.1 ..............................................28
10.2 ...................................34
10.3 .......................................36
10.4 .......................................37
2021
1.
1.1
191920073
2012120151220169201912“AH”
“”“+”
“”“”
A+A1AAAAspcAAA2021
“1000”
2021
1.2
2012
1.3
2.
2.1
2.2
2021
10%
10%
2.3
2.4
12,11570.5%28,000100%
2021
2.5
3.
3.1
2021
9.92%12.39%14.78%
2021123120201231
635,024619,935542,347529,574 793,006777,789670,301657,432 945,992930,200784,579771,166 (%)9.929.749.609.43 (%)12.3912.2211.8611.71 (%)14.7814.6213.8813.73
2021
3.2
3.2.1
20211231
637,186 92,384 125,486 50,105 157,367 198,840 950 12,054
2,162 2,162
635,024157,982 157,855 127
793,006152,986 79,984 72,749 253
945,992
2021
3.2.2
2021
20211231
57,051 2,397 – 54,654
63,502
6,451–
63,502
63,502
56,319
63,5027,183
56,319
95,254
38,935
1.25%2021
727.49
2021
20211231
168,072
72,74972,749
3.2.3
2018720201811201962020420218
2020750
“”202112202197720221
3.2.4
2021“”
3.3
3.3.1
2021
3.3.2
20211231
5,892,63796,870410,8316,400,338
3.4
(ICAAP)ICAAP
2021ICAAPICAAP
2021
3.5
2021
2022-20242022
4.
4.1
2021
2021
4.2
“+”
“”“”
5.
5.1
2021
5.2
2021
20211231
12,372,277 1,188,208 260,717 1,279,009 3,389,326 /6,893 2,015,432 199,939 3,653,324 – 13,382 197 – 134,202 231,648
270,15437,2722021
2021
202112310%3,354,92220%1,497,29825%910,02650%2,098,00075%1,828,091100%2,822,632250%116,257400%10,7651250%4,440
12,642,431
2021
20211231
48,511 – – 48,511
2021
5.3
5.3.1
5.3.2
2021
2021
2021
5.3.3
5.4
2021526.85
“”
2021
2021
20211231
202111148,42812,00343,466203,897 12,092(1,923)(169)– 2(2,852)2,916(64)– 3(4,914)(1,854)6,768–
(1,821)2,69217,22918,100(61,923)(5,796)(7,883)(75,602)97,920––97,920(15,307)(560)2,518(13,349)
––(14,066)(14,066)20211231161,6237,47847,799216,900
2021
20211231
2021111,60911101,630 1–––– 2(156)156–– 3––––
––––(1,609)(11)–(1,620)3,633––3,633––––––––202112313,477156103,643
5.5
2021
ISDA(CSA)
CSA
5.6
5.6.1
2021238.07
2021
20212014
20146,814.241,400.969.243.51–2016
20163,816.671,375.665.452.20–2018
201814,297.355,663.7520.7212.27–2019
20195,023.252,325.397.932.50–2020
20205,018.732,374.725.754.24–2021
20214,771.122,844.015.394.42–2021
20215,523.124,425.564.027.98–2021
20212,494.112,339.262,339.070.14–2021
20211,150.241,057.631,057.430.19–
2021
5.6.2
AAA
5.6.3
2021
5.6.4
20211231
4,419129,860134,279
2021
6.
6.1
III(FRTB-SA)LIBOR
6.2
2021
20211231
2,313–5,437–––7,75096,870
2021
7.
7.1
2021
2021
“+”
7.2
2021
328.66
4,108.31
2021
8.
8.1
2021123120201231
100(13,773)(4,171)10013,7734,1712021
10.32%
2021
8.2
8.2.1
8.2.2
8.2.3
8.2.4
2021
8.2.5
72.86%248.54%165.60%
11-3311-552021123115,192(3,907,123)(160,239)(1,297,519)(611,470)1,796,8393,727,8841,137,303700,867202012319,428(3,734,107)(10,149)(807,104)(814,869)1,595,1923,218,2061,144,390600,987
2021123120201231
2,337,9352,227,63430940,684949,497
(%)248.54234.61
2021123120219302021630
10,819,38810,521,47310,376,2196,533,4986,441,7126,452,061(%)165.60163.33160.82
2021
201871100%
=×100%
9.
9.1
20215
20202020
2021
9.2
9.2.1
“”
9.2.2
9.2.3
9.2.4
2021
2021
10.
10.1
20211231192,384f2406,312j+k+l2a50,105j2b157,367k2c198,840l3137,540h+i3a125,486h3b12,054i
–59506637,186
7–8–a-d92,162b-c-e10–11–12–13–
2021
2021123114–15–16–17–18–19–20–21–
15%
–
23–24–25–26a–26b–26c–27–282,16229635,024
2021
2021123130157,85531157,855g32–33–3412735–36157,982
37–38–39–40–41a–41b–41c–42–43–44157,982
+
793,006
2021
202112314679,98447–4825349–5072,74951152,986
52–53–54–55–56a–56b–56c–57–58152,986
+
945,992606,400,338
2021
20211231
619.926212.396314.78
643.00
652.5066–
670.50
684.92
695.00
706.00
718.00
7257,05173–74–7556,319
2021
2021123176220,5437772,74978–79–
80–81–82–83–84–85–
2021
10.2
2021123120201231
1,189,4581,219,86290,78243,682280,093248,3966,05311,140265,229259,9566,237,1995,512,361 750,597419,281 3,280,0033,173,643 306,132315,922 11,8885,804
54,66948,70610,66410,3604,0674,27256,31953,21744,72026,66112,587,87311,353,263
2021
2021123120201231 17,31625,288 154,80985,912 42,56530,743 5,1769,632 34,64325,134 11,354,07310,358,029 19,07115,615 8,72114,635 81,42657,974 9,6839,278 11– 64,83048,093
11,792,32410,680,333 92,38486,979 157,855127,858 47,86947,869 109,98679,989 125,486100,906 12,0542,725 50,10542,688 157,367130,071 198,840180,572
794,091671,799 1,4581,131
795,549672,930
2021
10.3
–a4,067b 1,905c
– –d
–e92,384 92,384f
157,855g 47,869 109,986
125,486h12,054i50,105j
157,367k
198,840l
2021
10.4
AH
2601658.SH1658.HK46122028006.IB2128011.IB1728005.IB2128028.IB2128029.IB
2021
AH
142,26475,60647,86979,98929,99719,98849,9979,999
972,52819,8567,25080,00030,00020,00050,00010,000
11201911282016920201792720203162021319201732220218192021819
13202732420318232036823
202292720253182026323
202232420268232031823
927318323
2021
AH1854.50%
263.4
53.69%
0.01%125
54.42%
0.01%133
4.50%3.44%3.75%
2021
AH
5.125%
(1)
(2)
2021
AH
H
H
2021
AH
20173
2420
H
2021
AH
1.
2.
1.
2.
(1)
(2)
(1)
(2)
(1)
(2)
2021
AH