项目 | 中信银行 | 万通银行 | ||||||
时间 | 2000/12/1 | 2001/12/1 | 2002/12/1 | 2000/12/1 | 2001/12/1 | 2002/12/1 | ||
风险管理 | 市场 风险 | 利率风险值 | 289,435,474 | 229,836,439 | 266,187,463 | 897,383 | 952,524 | 729,960 |
汇率风险值 | 71,633,051 | 275,453,044 | 344,293,256 | 10,557,564 | 15,707,571 | 35,149,476 | ||
敏感性分析 | 利率敏感性资产与负债比率(%) | 72.5 | 75.6 | 85.6 | 93.34 | 88.89 | 95.06 | |
利率敏感性缺口与净值比率(%) | −202 | −185 | −93 | −56.35 | −115.87 | -46.54 | ||
资产品质 | 资产 | 721,867,003 | 814,820,017 | 849,255,307 | 209,963,355 | 195,788,510 | 190,860,146 | |
放款 | 47,863,257,023 | 50,271,360,835 | 53,719,628,595 | 14,341,647,843 | 14,046,506,734 | 14,946,587,806 | ||
放款占资产比率(%) | 66.3 | 61.7 | 63.25 | 68.31 | 71.74 | 78.31 | ||
逾期放款 | 9,509,495 | 14,919,049 | 13,510,514 | 5,201,033 | 6,363,027 | 7,578,449 | ||
催收款 | 8,878,519 | 11,061,591 | 13,242,514 | 6,456,726 | 7,497,432 | 10,073,706 |