2006 Interim Report－A Share.pdf - 中国银行

Management Discussion & Analysis
Supplementary Financial Information as of the End of the Last Three Report Periods
Major regulatory indicators
Regulatory
Criteria
At 30 June
2006
At 31 December
2005
At 31 December
2004
Capital adequacy ratio (%) ≥8 12.4 10.4 10.0
Core capital adequacy ratio (%) ≥4 10.6 8.1 8.5
Liquidity ratio (%) RMB ≥25 32.0 48.9 35.3
Foreign currencies ≥25 45.8 87.4 78.6
Loan-deposit ratio (%) RMB ≤75 57.2 51.7 59.6
Foreign currencies ≤85 64.7 70.4 67.9
NPL ratio (%) - 4.2 4.6 5.1
Provision coverage (%) ≥60 87.4 80.6 68.0
Proportion of single largest
customer loans (%)
Proportion of loans to top 10
customers (%)
≤10 3.9 4.7 3.4
≤50 19.3 25.6 25.4
The above regulatory indicators are calculated in accordance with relevant provisions of CBRC, and the financial information is parepared
in accordance with the Accounting Standards for Business Enterprises and the Accounting System for Financial Enterprises. The liquidity
ratio is calculated in accordance with relevant provisions of CBRC in 2006.
Capital Adequacy Ratio
The Bank calculates and discloses the capital adequacy ratio in line with the Management Measures on Capital Adequacy Ratio
of Commercial Banks (CBRC Decree [2004] No.2) promulgated by CBRC on 23 February 2004. In 2005, the Group calculated
market risk capital in line with the provisions of the Circular of the General Office of China Banking Regulatory Commission on
Issuing Market Risk Capital Calculation Sheet and Explanation for Commercial Banks (YJF [2004] No.374) promulgated by the
CBRC. As of 30 June 2006, the Group's capital adequacy ratio increased by 1.98 percentage points to 12.40%, while core capital
adequacy ratio increased by 2.55 percentage points to 10.63% .
The Group's net capital amounted to RMB452.027 billion as of 30 June 2006, an increase of RMB125.79 billion. The
net core capital grew by RMB134.728 billion to RMB387.698 billion, and risk-weighted assets (excluding market
risk) increased by RMB370.47 billion to RMB3,163.659 billion. The market risk capital requirement of the Group was
RMB38.549 billion, and the balance of corresponding risk-weighted assets was RMB481.868 billion.
Unit: RMB million
Items At 30 June 2006 At 31 December 2005 Change/ratio
Net core capital (a) 387,698 252,970 134,728
Net capital (b) 452,027 326,237 125,790
Risk-weighted assets (c) 3,163,659 2,793,189 370,470
Market risk capital (d) 38,549 27,025 11,524
Core capital adequacy ratio (%)[e=a/
(c+d*12.5)]
10.63 8.08 2.55
Capital adequacy ratio (%)[f=b/(c+d*12.5)] 12.40 10.42 1.98
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