商业银行监管评级定量和定性评价标准.docx

商业银行监管评级定量和定性评价标准.docx

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商业银行监管评级定量和定性评价标准

商业银行监管评级定量和定性评价标准

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商业银行监管评级定量和定性评价标准

一、资本充足（CapitalAdequacy）............................................................................4,一,定量指标,50分,..................................................................................41.资本充足率,40%,........................................................................................42.一级资本充足率,20%,.................................................................................43.核心一级资本充足率,10%,..........................................................................44.杠杆率,30%,...............................................................................................5,二,定性因素,50分,..................................................................................61.银行资本质量和构成,8分,.........................................................................62.银行整体财务状况及对资本的影响,8分,....................................................63.银行资产质量及拨备计提情况,8分,...........................................................74.银行资本补充能力,10分,...........................................................................75.银行资本管理情况,8分,.............................................................................86.银行监管资本的风险覆盖和风险评估情况,8分,..........................................9

二、资产质量（AssetQuality）................................................................................11,一,定量指标,40分,.................................................................................111.不良贷款率,20%,.......................................................................................112.逾期90天以上贷款与不良贷款比例,15,,.................................................113.单一客户贷款集中度/单一集团客户授信集中度,25,,...............................114.全部关联度,15%,......................................................................................125.拨备覆盖率,25,,.....................................................................................12,二,定性因素,60分,................................................................................131.不良贷款和其他不良资产的变动趋势,10分,.............................................132.信用风险资产集中度,5分,.......................................................................133.信用风险管理的政策、程序及其有效性,15分,..........................................144.贷款风险分类制度的完善和有效,10分,....................................................155.保证贷款和抵,质,押贷款及其管理状况,5分,........................................166.贷款以外其他表内外资产的风险管理状况,15分,......................................17

三、管理质量（ManagementQuality）.....................................................................18

.........................................18,一,银行公司治理,40分,................................

1.决策机制,10分,.......................................................................................182.监督机制,4分,.........................................................................................193.执行机制,6分,.........................................................................................194.发展战略、价值准则和社会责任,8分,......................................................205.激励约束机制,6分,..................................................................................216.信息披露,6分,.........................................................................................23,二,内部控制,60分,................................................................................231.内部控制环境,10分,................................................................................232.风险识别与评估,10分,.............................................................................25

relevantequipment,protectiveandsecondarypollutionpreventionmeasuresandurgetherelevantunitstoprotectfinishedwork;J）equipmentdefecteliminationduringthecommissioningandtrialoperationofthesystem,youmusthandletherepairticket,isolationandprotectionmeasuresoftheadjacentequipment.4projectimplementationofthestandardrulesandexcellenceisourstandardandexcellencetothecommunityshows

3.内部控制措施,10分,................................................................................264.数据质量管理,20分,................................................................................275.信息交流与反馈,5分,..............................................................................296.监督评价与纠正,5分,..............................................................................30

四、盈利状况（Earnings）......................................................................................32,一,定量指标,50分,................................................................................321.资产利润率,20%,......................................................................................322.资本利润率,20%,......................................................................................323.成本收入比率,20%,...................................................................................324.风险资产利润率,15%,...............................................................................325.净息差,15%,.............................................................................................336.非利息收入比例,10%,...............................................................................33,二,定性因素,50分,................................................................................331.盈利的真实性,12分,................................................................................332.盈利的稳定性,12分,................................................................................343.盈利的风险覆盖性,12分,.........................................................................344.盈利的可持续性,7分,..............................................................................355.财务管理的有效性,7分,...........................................................................35

五、流动性风险（LiquidityRisk）...........................................................................37

（一）定量指标,40分,....................................................................................37存贷比,30%,.............................................................................................371.

2.流动性比例,35%,......................................................................................373.流动性覆盖率,35%,...................................................................................37,二,定性因素,60分,................................................................................381.流动性管理治理结构,12分,......................................................................382.流动性风险管理策略、政策和程序,12分,.................................................393.流动性风险识别、计量、监测和控制,20分,.............................................394.流动性风险管理信息系统,8分,................................................................415.流动性风险管理的其他要素,8分,.............................................................42

六、市场风险（SensitivityToMarketRisk）.............................................................43

（一）定量指标,30分,....................................................................................431.利率风险敏感度,50%,...............................................................................432.累计外汇敞口头寸比例,50%,.....................................................................43

（二）定性指标,70分,....................................................................................431.市场风险管理框架,20分,.........................................................................432.市场风险的识别、计量、监测和控制,40分,.............................................443.市场风险管理其他要素,10分,..................................................................46

七（信息科技风险（InformationTechnologyRisk）..................................................48,一,信息科技治理,15分,.........................................................................481.信息科技治理组织架构,8分,....................................................................482.信息科技对业务发展的专业支持和匹配度,7分,........................................49,二,信息科技风险管理,12分,..................................................................501.信息科技风险管理体系,6分,....................................................................502.信息科技风险管理日常运作,6分,.............................................................50

dardrulesandexcellenceisourstandardandexcellencetothecommunityshowsestanoumusthandletherepairticket,isolationandprotectionmeasuresoftheadjacentequipment.4projectimplementationofthitstoprotectfinishedwork;J）equipmentdefecteliminationduringthecommissioningandtrialoperationofthesystem,yrelevantequipment,protectiveandsecondarypollutionpreventionmeasuresandurgetherelevantun2

三,信息科技审计,10分,.........................................................................511.信息科技风险监督体系,4分,....................................................................512.信息科技内外部审计,6分,.......................................................................51,四,信息安全管理,14分,.........................................................................521.信息安全管理体系,8分,...........................................................................522.信息安全管理执行力,6分,.......................................................................53,五,信息系统开发及测试,12分,...............................................................541.信息科技项目管理体系,6分,....................................................................542.项目管理过程中的风险控制,6分,.............................................................54,六,信息科技运行及维护,15分,...............................................................561.信息科技运行及维护管理体系,8分,.........................................................562.信息科技运行维护运作,7分,....................................................................56,七,业务连续性管理,12分,......................................................................571.业务连续性管理体系,7分,.......................................................................572.业务连续性管理日常运作效果,5分,.........................................................58,八,信息科技外包管理,10分,..................................................................581.外包管理组