资本管理第三支柱
信息披露报告
年2024
20234
“”
2025328
2024
KM1
20241231
2024
2024
2024
13,624,3423,564,5193,477,1443,492,51723,949,4533,889,5473,832,1723,847,49334,986,5314,916,5794,812,4064,868,344425,710,85525,546,15325,123,48825,347,9564a25,710,85525,546,15325,123,48825,347,9565(%)14.1013.9513.8413.785a(%)14.1013.9513.8413.786(%)15.3615.2315.2515.186a(%)15.3615.2315.2515.187(%)19.3919.2519.1619.217a(%)19.3919.2519.1619.218(%)2.502.502.502.509(%)––––
(%)1.501.501.501.5011(%)(8+9+10)4.004.004.004.00
(%)9.108.958.848.781350,964,81950,447,69549,146,13650,111,41914(%)7.757.717.807.6814aa(%)
(1)
7.757.717.807.6814bb(%)
(2)
7.727.757.777.8214cc(%)
(3)
7.727.757.777.82
20241231
2024
2024
2024
(4)158,690,1858,724,5498,162,2247,636,915166,198,0296,314,8286,115,7276,039,29517(%)140.25138.20133.65126.611832,853,47032,555,90732,086,16232,738,1071925,635,26325,109,43325,016,80925,288,51120(%)128.16129.66128.26129.46(1)
(2)(3)(4)OVA
KM1
2024
“”
IT
(PD)(LGD)(EAD)(RWA)
(PD)(LGD)(CCF)
2024
“”“”
OV1
20241231202493020241231
123,386,01323,185,5271,870,881
23,041,76822,803,9811,843,34238,132,7467,890,135650,620
48–
363,136390,89429,051611,696,61511,784,216935,7297–––83,212,4073,129,630256,9939165,578180,98313,24610165,578180,98313,24611–––12–––1342,11243,6273,36914125,790145,31910,0631565,37882,7385,2301660,86562,1994,869171250%141,26611810,76511,61786119–––2067866654
2024123120249302024123121–––
1250%10,08710,95180722380,609477,67530,44823380,368477,67530,42924–––25241–1926103,748–8,300271,840,4851,882,951147,23928––
25,710,85525,546,1532,056,868
OV1
2024
CCA
2024https://www.icbc-ltd.com/column/1438058327061184580.html
CC1
202412311504,535e+g23,085,5802a463,951h2b614,426i2c2,007,203j354,77744,071
3,648,9636–718,687a-c810,194b-k-d9–10(4,260)11–12–
–14–15–
–
20241231
–
–19–
15%–21–
–23–24–
24,621
3,624,34227324,34428324,34429–30767
325,11132–
–
–
CC1
2024
2024123135–36–37–
–
325,111
3,949,45341632,917421,24443402,917
1,037,07845–
TLAC–
–47aTLAC
–
–48aTLAC
–49–
–
1,037,078
4,986,531
25,710,855
14.10%
15.36%
19.39%
(%)4.00
CC1
20241231
582.5059–
1.50
(%)9.10
625.00%
636.00%
648.00%65169,45465aTLAC
56,3936631,112
89,8746894,7376994,73770308,18071308,180
CC1
2024
CC2
20241231
13,322,9113,322,9112480,765445,7903208,242208,2424739,111739,1115222,361222,36161,210,2171,202,293727,613,78127,613,781814,153,57613,853,855
1,010,439886,165
3,291,1523,137,223119,851,9859,830,4671273,35781,33713279,394279,3021421,11721,1161590,04789,87416406,867398,1021719,16518,687a1824,27224,027b
13,83313,833k
48,821,74648,478,07520169,622169,622214,020,5374,020,53722570,428570,428
76,05675,91224197,795197,795251,523,5551,506,682
20241231
26445,419445,4192734,836,97334,837,4772852,55352,1282947,85447,808302,028,7222,023,575314,2784,22632––c
––d34860,688545,593
44,834,48044,497,20236356,407356,40737356,407356,407e38––f39324,344324,34440134,614134,61441189,730189,73042148,128148,128g4347,69554,77744464,365463,951h45614,816614,426i462,014,0862,007,203j473,969,8413,969,2364817,42511,637
3,987,2663,980,873
“”
202412312024
2024“”
CC2
2024
LIA
REMA
20245
2024
2024
“”
CRA
“”“”“”
“”
“”
“”
2024
“”
CR5-2
20241231
(2)
140%15,795,087409,74854.72%16,681,711240 – 70%3,496,969297,08860.86%3,713,480375%1,028,945189,08636.57%905,367485%54,18239,01833.64%66,629590 – 100%3,145,962502,71533.89%2,841,3176105 – 130%49,25311,77539.27%52,4167150%344,8743,14939.46%343,5288250%297,297––297,2979400%3,152––3,152101250%17,033––17,033
24,232,7541,452,57945.68%24,921,930
(1)
(2)
CRE
2024
33.4%
51.0%17.1%
14.0%
CR6
20241231
(%)
[0.00,0.15)1,992,325528,11617.90%2,086,8350.09%60139.91%2.5530,23625.41%720[0.15,0.25)1,074,270591,58433.05%1,269,7910.15%1,78138.54%2.5499,98339.38%734[0.25,0.50)2,687,8091,104,42621.20%2,921,9170.34%6,66039.30%2.51,517,02851.92%3,944[0.50,0.75)––––––––––[0.75,2.50)6,669,3812,842,96920.07%7,240,0701.51%133,59637.82%2.55,870,73181.09%41,076[2.50,10.00)2,855,726921,99419.60%3,036,4314.28%314,87437.46%2.53,080,430101.45%48,644[10.00,100.00)118,52116,54476.01%131,09744.10%8,26535.00%2.5193,989147.97%20,563100220,5093,64011.62%220,931100.00%12,57939.66%2.54,2181.91%177,540
15,618,5416,009,27321.44%16,907,0723.15%478,35638.32%2.511,696,61569.18%293,221526,934
[0.00,0.15)4,93034315.01%4,9810.10%540.00%2.51,31326.36%2[0.15,0.25)4,3262,255–4,3260.15%1240.00%2.51,43933.27%3[0.25,0.50)28,62114,0874.13%29,2020.35%2838.91%2.514,67050.23%40[0.50,0.75)––––––––––[0.75,2.50)93,92941,0470.16%93,9941.60%12839.65%2.587,72893.33%594[2.50,10.00)36,88919,0864.83%37,8104.18%5839.60%2.546,963124.21%625[10.00,100.00)244––24456.00%140.00%2.5433177.80%551001,227––1,227100.00%539.87%2.5––1,149
170,16676,8182.11%171,7842.65%23739.53%2.5152,54688.80%2,4683,995
2024
(%)
(1)
[0.00,0.15)3,090,044––3,090,0440.07%71030.78%178,5745.78%713[0.15,0.25)705,950––705,9500.20%13532.26%92,41713.09%462[0.25,0.50)576,161––576,1610.34%12530.43%104,42118.12%605[0.50,0.75)––––––––––[0.75,2.50)1,259,942––1,259,9421.96%28229.80%713,98756.67%7,308[2.50,10.00)––––––––––[10.00,100.00)291,695––291,69521.10%6927.53%370,418126.99%17,32410051,441––51,441100.00%1243.25%66,242128.77%22,247
5,975,233––5,975,2332.40%1,33330.66%1,526,05925.54%48,65977,745
[0.00,0.15)82,831870,63837.71%411,1160.09%6,15054.72%12,5263.05%206[0.15,0.25)16,97923,10653.56%29,3550.19%47056.98%1,7175.85%32[0.25,0.50)18,810119,73433.28%58,6510.28%2,16753.59%4,3817.47%88[0.50,0.75)21,08525,61549.03%33,6450.57%23357.02%4,75714.14%110[0.75,2.50)24,39123,68161.38%38,9261.56%23556.72%11,67129.98%344[2.50,10.00)31,26914,54362.61%40,3744.77%31057.47%26,85866.52%1,108[10.00,100.00)45,4697,67164.97%50,45321.91%38657.50%70,514139.76%6,36210022,4153–22,415100.00%10164.47%33,574149.79%14,450
263,2491,084,99138.87%684,9355.37%10,05255.63%165,99824.24%22,70036,781
CR6
(%)
(1)
[0.00,0.15)171,1583,65626.70%172,1350.11%6666.49%37,91422.03%131[0.15,0.25)94,514––94,5140.18%3967.55%28,73430.40%117[0.25,0.50)520,496––520,4950.35%21462.24%230,46544.28%1,121[0.50,0.75)235,604––235,6040.53%12063.97%137,00558.15%820[0.75,2.50)482,836––482,8361.54%27765.69%447,90292.76%5,042[2.50,10.00)295,689––295,6894.34%18660.30%319,065107.91%7,867[10.00,100.00)169,230––169,23021.19%14267.32%264,934156.55%24,53110031,096––31,096100.00%5367.10%54,331174.72%20,865
2,000,6233,65626.70%2,001,5994.53%1,09764.11%1,520,35075.96%60,49491,794
8,239,1051,088,64738.82%8,661,7673.13%12,48240.37%3,212,40737.09%131,853206,320
(1)CR6
2024
CCRA
ISDA(CSA)
CSA
ISDA(CSA)
CCR1
α20241231
(RC)(PFE)(Add-on)α1161,606170,5991.4465,088117,495
3653,01544,247
1,118,103161,742
SECA
20242024
SEC1
20241231
STCSTCSTC
30,080––30,080––––1,950––1,950230,053––30,053––––1,950––1,950327––27––––––––4––––––––––––5–––––––––
48––48––––2––2748––48––––––––8––––––––––––9––––––––2––210––––––––––––11–––––––––SEC2
2024
MRA
20241,042.38
“”“”
MR1
20241231
16,4262409338743,09156,9406–7–813,1249–10–1152
30,429
2024
MR3
20241231
+18––2–––3–––48––5–
19––
ORA
“”
2024
“”
OR3
202412311(BIC)147,2392(ILM)13(ORC)147,2394(RWA)1,840,485
2024
IRRBBA
2024
(IMS)IRRBB1
5%
4.53.15
IRRBB1
(1)(2)
2024123120241231
524,03436,009(661,098)(409,069)
390,016(305,719)
(38,789)
31,175
524,034(409,069)
20241231
3,561,727(1)
(2) 12(3)(4)
2024
GSIB1
202412,800,36522,475,431351,321,72542,345,60254,566,33268,421,045727,948,2278844,044,66092,253,35110a10,980,04110b981,0711116,473,53812199,797131,050,149
https://www.icbc-ltd.com/column/1438058343653851145.html
LR1
20241231148,821,7462(343,671)3–4339,714526,69562,144,9567–8–9–10–11–12(24,621)
50,964,819
2024
LR2
20241231
2024
147,798,10247,546,7242(883,321)(901,752)3(24,621)(13,692)
46,890,16046,631,280
227,350102,5226324,050339,4817––8––
––1010,67512,25511––
562,075454,258131,340,9331,274,07214––1526,6957,09916––
1,367,6281,281,171
LR2
20241231
2024
188,550,4998,475,25719(6,383,266)(6,372,389)20(22,277)(21,882)
2,144,9562,080,986223,949,4533,889,5472350,964,81950,447,695
247.75%7.71%24aa
(1)
7.75%7.71%
254.00%4.00%
260.75%0.75%271,539,8491,011,18927a1,340,9331,274,07228a
(2)
51,163,73550,184,81228ab
(3)
51,163,73550,184,81229b
(4)
7.72%7.75%
29ac
(5)
7.72%7.75%
(1)
(2)(3)(4)(5)
2024
LIQA
2024
58.4%128.16%2024140.25%
LIQ1
2024
18,690,185218,725,1881,868,460364,4552,387418,660,7331,866,073518,308,7356,556,45368,980,2342,187,33979,179,6434,220,2568148,858148,858914,965104,370,4052,149,209
1,955,2601,955,260
––132,415,145193,94914100,03399,969157,502,955110,2021610,799,258171,333,0601,076,218182,622,2021,613,606191,916,3501,911,405205,871,6124,601,229218,690,185226,198,02923(%)140.25
2024140.25%2.05
2024
LIQ2
20241231
<66-12≥114,371,989––542,9174,914,90624,371,989––542,9174,914,9063–––––47,760,66012,130,10812,6644,15017,923,628538,13780,7778,8503,252124,62867,722,52312,049,3313,81489817,799,00078,563,38711,844,420868,330127,2568,954,82188,187,286335,6655,2311,3974,265,4899376,10111,508,755863,099125,8594,689,33210–––––116,4441,044,960219,0081,119,0471,060,11512174,880136,4441,044,960219,008944,1671,060,1151432,853,470151,457,26016236,90456,5544,7709,494158,908171,2997,146,4203,728,76521,221,40922,703,35118–732,8343,00822,277133,090
–1,228,227387,175143,476521,298
–4,789,6022,966,20313,762,84115,476,462
20241231
<66-12≥1
21 35%–2,087,59262,362348,6781,283,49022–2,4683,9026,114,2755,184,75023 35%–1,3241,26678,31752,297
1,299393,289368,4771,178,5401,387,75125–––––26321,365488,10031,921478,3671,059,3862729,95825,464
60,70751,60129194,87219,99230189,935
(1)
37,98731291,407488,10031,921222,788924,3423210,379,995256,3583325,635,26334(%)128.16
(1) 26“”
LIQ2
2024
2024930
<66-12≥114,275,845––592,8024,868,64724,275,845––592,8024,868,6473–––––47,396,09911,726,92514,4794,73117,233,924534,63065,8158,3783,055106,43667,361,46911,661,1106,1011,67617,127,48878,772,64412,069,020793,899132,4169,424,99488,385,806602,0745,4301,4054,498,0609386,83811,466,946788,469131,0114,926,93410–––––116,5511,194,376155,2171,011,5011,028,3431267,318136,5511,194,376155,217944,1831,028,3431432,555,908151,332,84716370,23549,8114,4338,112220,629171,7426,898,8574,217,89120,944,49122,513,42718–644,5807,46319,344119,206
–1,519,987321,422145,325534,034
–4,168,9013,678,11113,415,47115,224,9192135%–1,256,973692,713331,1151,177,01022–2,5173,9766,117,1055,187,669
LIQ2
2024930
<66-12≥12335%–1,2381,13276,07550,732
1,742562,872206,9191,247,2461,447,59925–––––26301,529654,55127,774281,373813,8482721,45618,238
128,530109,2512977,2769,9583079,317
(1)
15,86331280,073654,55127,77475,567660,538329,796,512228,6813325,109,43234(%)129.66
(1) 26“”
2024
128.16%1.50
LIQ2