2022
2022I
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
2022II5.2 ...........................................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 ...........................................23
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
2022
1.
1.1
1919200732012120169201912
46.5“”“+”
“”“”
A+A1AAAAspcAAA2022
(The Banker)“1000”
2022
1.2
2012
1.3
2.
2.1
2.2
2022
10%
10%
2.3
2.4
12,11570.5%28,000100%35,000100%
2022
2.5
3.
3.1
2022
9.36%11.29%13.82%
2022123120211231
679,887658,372635,024619,935 820,013798,358793,006777,789 1,003,987981,608945,992930,200 (%)9.369.129.929.74 (%)11.2911.0612.3912.22 (%)13.8213.6014.7814.62
2022
3.2
3.2.1
20221231
685,29592,384124,47958,478178,784225,1961,0564,9185,4085,408679,887140,126139,986
820,013183,97499,99083,702
1,003,987
2022
3.2.2
2022
20221231
59,434
3,1661,45354,81567,9898,555
–67,98967,98963,95567,9894,03463,955101,98338,028
1.25%2022
837.02
2022
20221231
173,41083,70283,702
3.2.3
20221750
3.2.4
2022“”
3.3
3.3.1
2022
3.3.2
20221231
6,779,89652,806433,4327,266,134
3.4
(ICAAP)ICAAP
2022ICAAPICAAP
2022
3.5
2022
4.
4.1
2022
第一汇报路径第二汇报路径
董事会监事会
履职尽职监督委员会财务与内控风险监督委员会关联交易控制委员会审计委员会风险管理委员会
行长
副行长／首席风险官
审计局审计分局
风险管理委员会授信业务审议委员会资产负债管理委员会
一级分行管理层
二级分行管理层
支行管理层
风险与内控管理委员会
风险与内控管理委员会
一级分行风险管理部
二级分行风险管理部
授信管理部：信用风险风险管理部：市场风险／国别风险／外包风险／集中度风险
内控合规部：操作风险／合规风险／洗钱风险资产负债管理部：银行账簿利率、汇率风险／流动性风险
信息科技管理部：信息科技风险
办公室：声誉风险战略发展部：战略风险
子公司董事会子公司高级管理层
子公司风险管理部
风险管理部
2022
4.2
“”
“”
“”“”
“”
“”“
”
5.
5.1
2022
5.2
2022
20221231
13,905,6211,259,861267,8971,505,7743,824,5883,4642,480,722
248,8423,920,588
–12,113
–151,402230,229351,18450,2152022
2022
202212310%3,746,90020%1,678,07625%1,132,30250%2,221,48775%2,025,458100%3,318,049250%68,574400%55,4181,250%10,541
14,256,805
2022
20221231
52,294
––52,294
2022
5.3
5.3.1
5.3.2
2022
5.3.3
5.4
2022607.360.84%
“”
2022
2022
2022
202211161,6237,47847,799216,90011,219(889)(330)–2(2,794)4,820(2,026)–3(5,983)(1,619)7,602–
(688)2,80028,71230,824(88,411)(3,295)(12,461)(104,167)95,152––95,1529,793(208)1,20610,791
––(16,777)(16,777)20221231169,9119,08753,725232,723
2022
2022
2022113,477156103,6431––––2(1)1––3(1)–1–
––167167(3,477)(156)(8)(3,641)1,255––1,255––––––(2)(2)202212311,25311681,422
5.5
2022
ISDA(CSA)
CSA
5.6
2022
5.6.1
20222014
20146,8141,1401016–2016
20163,8171,179713–2018
201814,2974,2922440–2019
20195,0231,826916–2020
20205,0191,878916–2021
20214,7712,269815–2021
20215,5233,691919–2021
20211,097824783789–2022
20223,3461,57138–2022
20221,6181,4591,4591,459–2022
20222,2091,8911,8661,867–2022
20221,110993992992–2022
20221,9281,8331,8331,833–
2022
5.6.2
AAA
5.6.3
2022
5.6.4
20221231
4,847146,806151,653
2022
6.
6.1
6.2
2022
20221231
2,230–1,994
–––4,22452,806
2022
7.
7.1
“+”
2022
2022
III
7.2
2022
346.754,334.32
8.
8.1
2022123120211231100(13,148)(13,773)10013,14813,773
2022
2022
10.15%
8.2
8.2.1
8.2.2
8.2.3
8.2.4
2022
8.2.5
73.87%250.86%169.97%
11-3311-552022123115,586(4,005,155)(541,711)(1,319,928)(935,554)1,948,0024,357,3841,207,176725,8002021123115,192(3,907,123)(160,239)(1,297,519)(611,470)1,796,8393,727,8841,137,303700,867
2022123120211231
2,601,0672,337,935301,036,868940,684
(%)250.86248.54
2022123120229302022630
12,035,36911,630,86911,567,221
7,080,7016,849,6586,817,833(%)169.97169.80169.66
2022
201871100%
=×100%
9.
9.1
2022
20233
2021
2022
9.2
9.2.1
“”
9.2.2
9.2.3
9.2.4
2022
2022
10.
10.1
20221231192,384f2462,458j+k+l2a58,478j2b178,784k2c225,196l3129,397 h+i3a124,479 h3b4,918i
–51,0566685,295
7–8–a-d95,408b-c-e10–11–12–13–
2022
2022123114–15–16–17–18–19–20–21–
15%
–
23–24–25–26a–26b–26c–27–285,40829679,887
2022
20221231
30139,98631139,986 g32–33–3414035–36140,126
37–38–39–40–41a–41b–41c–42–43–44140,126
+
820,013
2022
202212314699,99047–4828249–5083,70251183,974
–53–54–55–56a–56b–56c–57–58183,97459+1,003,987607,266,134
2022
20221231
(%)
619.366211.296313.82
643.00
652.5066–
0.50
684.36
(%)
695.00
706.00
718.00
7259,43473–74–7563,955
2022
20221231
76234,1457783,70278–79–
80–81–82–83–84–85–
2022
10.2
2022123120211231
1,263,9511,189,458161,42290,782303,310280,0931,9056,053229,870265,2296,977,7106,237,199863,783750,5973,669,5983,280,003416,172306,1329,34611,888653–40,18439,47713,08815,19210,63210,6647,2514,06763,95556,31934,45244,72014,067,28212,587,873
2022
2022123120211231
24,81517,31678,770154,80942,69942,565
2,4655,176183,64634,64312,714,48511,354,073
22,86019,071
7,2408,721101,91081,426
9,8529,683111152,71564,83013,241,46811,792,32492,38492,384
–47,869139,986109,986124,479125,486
4,91812,05458,47850,105178,784157,367225,196198,840824,225794,0911,5891,458825,814795,54914,067,28212,587,873
2022
10.3
–a7,251b1,843c––d–e92,38492,384f139,986 g
–139,986124,479 h4,918i58,478j178,784k225,196l
2022
10.4
AH
2601658.SH1658.HK2028006.IB2128011.IB2228001.IB2128028.IB2128029.IB2228017.IB2228018.IB
141,25775,60679,98929,99730,00049,9959,99934,9974,999
972,52819,85680,00030,00030,00050,00010,00035,0005,000
2022
AH
1120191128201692020203162021319202211420218192021819202234202234
1320318232036823203238203738
202531820263232027118
20268232031823202738203238
318323118
2022
AH1853.69%
0.01%125
54.42%
0.01%133
53.46%
0.01%83
3.44%3.75%3.54%3.74%
2022
AH
2022
AH
1.
2.
1.
2.
1.
2.
(1)
(2)
(1)
(2)
(1)
(2)
(1)
(2)
2022
AH