信贷-同业评级模型.docxVIP

银行类机构评级模型如下： (一)资产质量 评分要素 数据来源 占该部分的权重 指标值 分值 不良贷款率 不良贷款余额/贷款总额 40% 5.0% = 5.0% 且 6.0% = 6.0% 且 7.0% = 7.0% 且 8.0% = 8.0% 且 9.0% = 9.0% 且 10.0% = 10.0% 且 15.0% = 15.0% 100 85 75 65 50 35 25 0 拨备覆盖率 （专项准备+特种准备+一般准备）/(次级类贷款+可疑类贷款+损失类贷款) 30% = 0% 且 15% = 15.0% 且 40.0% = 40.0% 且 50% = 50.0% 且 60.0% = 60.0% 且 70.0% = 70.0% 且 80.0% =80.0% 且 90.0% = 90.0% 且 100% = 100.0% 0 25 33 41 50 62 75 87 100 业务集中度风险 15% 业务多元化 平衡经营 业务较集中 业务高度集中 未披露 100 80 50 0 50 估计贷款损失率 （正常类贷款*1％+关注类贷款*2％+次级类贷款*20％+可疑类贷款*40％+损失类贷款*100％）/贷款余额 15% 15.0％ =13.5％且15％ = 12% 且13.5％ =10.5％且12％ =9％且 10.5％ =7.5％ 且 9％ = 6％ 且 7.5％ = 4.5％且 6％ = 3％且4.5％ 3％ 0 25 40 50 60 70 80 90 100 关联交易贷款 调整项 没有 较小 较多 0 0 -20  (二)流动性及融资能力 评分要素 数据来源 占该部分的权重 指标值 分值 流动性资产/各项存款 流动性资产/各项存款 35% 15.0% = 15.0% 且 20.0% = 20.0% 且 30.0% = 30.0% 且 40.0% = 40.0% 0 30 50 75 100 市场融资比率 （同业存放款项＋同业拆入＋应付可转换债券＋应付次级债券＋存款凭证＋发行长期债券）/（同业存放款项＋同业拆入＋应付可转换债券＋应付次级债券＋存款凭证＋发行长期债券＋各项存款总额） 30% 5% = 5.0% 且 7.5% = 7.5% 且 10.0% = 10.0% 且 12.5% = 12.5% 且 15.0% = 15.0% 且 20.0% = 20.0% 且 25.0% = 25.0% 且 30.0% = 30.0% 100 90 85 80 70 60 40 20 0 存贷比 各项贷款/各项存款 20% 65.0% = 65.0% 且 70.0% = 70.0% 且 72.5% = 72.5% 且 75.0% = 75.0% 且 77.5% = 77.5% 且 80.0% = 80.0% 且 90.0% = 90% 100 80 60 50 40 30 15 0 贷款/总资产 贷款/总资产 5% 60.0% = 60.0% 且 65.0% =65.0% 且 70.0% = 70.0% 且 75.0% = 75.0% 且 80.0% = 80.0% 100 90 75 50 25 0 流动性融资渠道 10% 足够的无条件承诺 有限的无条件承诺 有条件的承诺 无承诺 没有提及 100 60 0 0 50 (三)资本实力 评分要素 数据来源 占该部分的权重 指标值 分值 核心资本充足率 核心资本/加权风险资产总额 35% 2.0% = 2.0% 且 = 3.0% = 3.0% 且 3.5% = 3.5% 且 4.0% = 4.0% 且 4.5% = 4.5% 且 5.0% = 5.0% 且 5.5% = 5.5% 且 6.0% = 6.0% -10 0 25 40 50 65 75 85 100 一般资本充足率 （核心资本+附属资本）/加权风险资产总额 35% 5.0% = 5.0% 且 6.0% = 6.0% 且 7.0% =7.0% 且 7.5% =7.5% 且 8.0% = 8.0% 且 8.5% = 8.5% 且 9.0% = 9.0% 且 10.0% = 10.0% -10 0 15 30 40 60 70 85 100 所有者权益/总资产 所有者权益/总资产 20% 3.5% =3.5% 且 3.75% = 3.75% 且 4.0% = 4.0% 且 5.0% = 5.0% 且 6.0% = 6.0% 0 40 50 60 80 100 次级债期限结构 10% 长期（1年后到期） 混合（长期、短期均有） 短期（1年内到期） 没有次级债 100 50 0 100 派息率 (应付优