商业银行风险监管核心指标(试行)（Core index of commercial bank risk supervision (Trial Implementation)）.docVIP

商业银行风险监管核心指标(试行)（Core index of commercial bank risk supervision (Trial Implementation)） Core index of commercial bank risk supervision (Trial Implementation) Chapter I General Provisions The first is to strengthen the identification, assessment and early warning of the risk of commercial banks, effectively preventing financial risks, according to the Peoples Republic of China banking supervision law, Peoples Republic of China Commercial Bank Law and the peoples Republic of the administration of foreign funded financial institutions regulations and other laws and regulations, formulate the core indicators for the risk management of commercial banks. The second core indicators of commercial bank risk supervision are applicable to the Chinese commercial banks established in Peoples Republic of China. The core index of the third commercial banks risk supervision is the benchmark for the implementation of risk monitoring of commercial banks, and is a reference system for evaluating, monitoring and warning commercial banks risks. The fourth commercial banks shall, in accordance with the prescribed caliber, calculate and list both the table and the table of risk supervision core indexes. The fifth CBRC shall analyze the core indexes of commercial banks risk supervision, compare and check with the same group, and select regulatory measures in accordance with specific circumstances. The second chapter, core index The sixth commercial bank core indicators for the risk management is divided into three levels, namely, risk level, risk migration and risk compensation. The seventh risk level indexes include liquidity risk index, credit risk index, market risk index and operation risk index, which belong to static index on the basis of time point data. Eighth liquidity risk indicators measure the liquidity of commercial banks and their volatility, including liquidity ratio, core debt ratio and liquidity gap rate, according to the local currency and foreign currency respectively. (