??????????????POSTAL SAVINGS BANK OF CHINA CO., LTD.
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I
1. .....................................................1
1.1 ...............................................1
1.2 ...............................................2
1.3 ...............................................2
2. ........................................2
2.1 .....................................2
2.2 ..................................2
2.3 ................................3
2.4 ................................3
2.5 ................................4
3. ..........................................4
3.1 .............................................4
3.2 .............................................5
3.3 .......................................7
3.4 .......................................8
3.5 ............................8
4. ..............................................9
4.1 .......................................9
4.2 ...........................................11
5. ..................................................11
5.1 ...........................................11
II5.2 ...........................................12
5.3 ...........................................14
5.4 .....................................15
5.5 .......................................17
5.6 .............................................18
6. ..................................................21
6.1 ...........................................21
6.2 ...........................................21
7. ..................................................22
7.1 ...........................................22
7.2 ...........................................23
8. ..............................................23
8.1 .......................................23
8.2 .............................................24
9. .....................................................27
9.1 ..................................27
9.2 ...............................................27
10. .....................................................29
10.1 ..............................................29
10.2 ...................................35
10.3 ..........................................37
10.4 ......................................38
1.
1.1
1919200732012120169201912
46.6“”“+”
“”“”
A+A1AAAAspcAAA2023(The Banker)“1000”
“5+1”
“”
“5+1”
1.2
2012
1.3
2.
2.1
2.2
10%
10%
2.3
2.4
12,11570.5%28,000100%35,000100%
2.5
3.
3.1
2023
9.53%11.61%14.23%
2023123120221231
780,106757,568679,887658,372 950,258927,554820,013798,358 1,165,4041,141,7201,003,987981,608 (%)9.539.339.369.12 (%)11.6111.4211.2911.06 (%)14.2314.0613.8213.60
3.2
3.2.1
20231231
786,133 99,161 162,682 67,010 201,696 249,304 1,246 5,034
6,027 6,027
780,106170,152 169,986 166
950,258215,146 119,991 94,824 331
1,165,404
3.2.2
2023
20231231
58,964 3,271 1,506 54,187
78,011
19,047
–
78,011
78,011
62,508
78,011
15,503
62,508117,016
54,508
1.25%2023
948.24
20231231
166,13294,82494,824
3.2.3
2023“”
3.3
3.3.1
2023
3.3.2
20231231
7,680,735
56,108450,2218,187,064
3.4
(ICAAP)ICAAP
2023ICAAPICAAPICAAP
“”
3.5
2023
A450300200
2023
RAROC
4.
4.1
4.2
2023
“”
“”
“”5.
5.1
5.2
2023
20231231
15,542,250 1,333,442 286,484 1,607,825 4,332,849 /16,080 2,944,331 309,116 4,327,991 – 10,047 88 – 118,498 255,499
485,83346,2832023
202312310%4,044,06120%1,757,66825%1,311,57750%2,300,50875%2,431,756100%4,054,028250%67,286400%51,9711,250%9,228
16,028,083
2023
20231231
48,012 – – 48,012
5.3
5.3.1
5.3.2
5.3.3
5.4
2023674.600.83%
“”
2023
20231231
202311169,9119,08753,725232,723 2,760(1,548)(1,212)– (4,113)6,566(2,453)– (6,916)(2,452)9,368–
(1,936)5,06933,01936,152(59,385)(3,325)(12,817)(75,527)71,876–16872,044(13,957)(706)2,322(12,341)
––(19,403)(19,403)20231231158,24012,69162,717233,648
20231231
2023111,25311681,422 –––– (1)1–– ––––
––––(1,253)(1)(168)(1,422)819––819––––––––202312318181–819
5.5
ISDA(CSA)
CSA
5.6
5.6.1
20232014
20146,81489594–2016
20163,81796585–2018
201814,2973,0962410–2019
20195,0231,382134–
20232020
20205,0191,42785–2021
20214,7711,744116–2021
20215,5232,9591412–2021
20211,09771863320–2022
20223,3461,20064–2022
20222,2091,5661,42641–2022
20221,9281,6581,658––2023
20231,5201,2311,16025–2023
20232,4142,1432,1420.01–2023
20231,5661,2161,2160.31–2023
20231,0989979960.12–2023
20231,0719979970.06–2023
20231,5301,4141,4140.46–2023
20231,8351,7251,65135–2023
20231,2981,2191,2190.15–
2023
5.6.2
AAA
5.6.3
5.6.4
20231231
5,241113,834119,075
6.
6.1
6.2
2023
20231231
2,792
–1,696–––4,48956,108
7.
7.1
“+”
2023
2023“”“”
4090
2023
7.2
2023
360.184,502.21
8.
8.1
2023123120221231
100(15,670)(13,143)10015,67013,1432023
9.75%
8.2
2023
83.39%303.61%
166.79%
11-3311-552023123115,035(3,935,590)(635,188)(1,668,430)(1,578,122)2,820,6984,558,2371,255,660832,3002022123115,586(4,005,681)(541,711)(1,319,402)(935,554)1,948,0024,357,3841,207,176725,800
2023123120221231
2,950,7262,601,06730971,8931,036,868
(%)303.61250.86
2023123120239302023630
13,284,93612,611,31912,526,993
7,965,2887,809,1267,665,836(%)166.79161.49163.41
201871100%
=×100%
9.
9.1
20234
2023616
2022
2023
9.2
9.2.1
9.2.2
9.2.3
9.2.4
2023
10.
10.1
20231231199,161f2518,010j+k+l2a67,010j2b201,696k2c249,304l3167,716h+i3a162,682h3b5,034i
–51,2466786,133
7–8–a-d96,027b-c-e10–11–12–13–14–
2023123115–16–17–18–19–20–21–
15%
–
23–24–25–26a–26b–26c–27–286,02729780,106
2023123130169,98631169,986g32–33–3416635–36170,152
37–38–39–40–41a–41b–41c–42–43–44170,152
+
950,258
2023123146119,99147–4833149–5094,82451215,146
52–53–54–55–56a–56b–56c–57–58215,14659+1,165,404608,187,064
20231231(%)
619.536211.616314.23
643.00
652.5066–
670.50
684.53
(%)
695.00
706.00
718.00
7258,96473–74–7562,508
2023123176233,6537794,82478–79–
80–81–82–83–84–85–
10.2
2023123120221231
1,337,5011,263,951
189,216161,422297,742303,8362,1541,905409,526229,8707,915,2456,977,710 888,516863,783 3,988,2103,669,598 503,536416,172 7,3269,346
67365344,13940,18410,00610,632
7,8097,25162,50863,95551,44333,92615,726,63114,067,282
2023123120221231 33,83524,815 95,30378,770 60,21242,699 3,5952,465 273,364183,646 13,955,96312,714,485 23,43122,860 4,1677,240 261,138101,910 9,2689,852 411 49,73552,715
14,770,01513,241,468 99,16192,384 169,986139,986 –– 169,986139,986 162,682124,479 5,0344,918 67,01058,478 201,696178,784 249,304225,196
954,873824,225 1,7431,589
956,616825,814
10.3
–a7,809b 1,782c
– –d
–e99,161 99,161f
169,986g – 169,986
162,682h5,034i67,010j
201,696k
249,304l
10.4
AH
2601658.SH1658.HK2028006.IB2128011.IB2228001.IB242380019.IB2128028.IB2128029.IB2228017.IB2228018.IB232300009.IB3/
186,23775,60679,98929,99730,00030,00049,9969,99934,9975,00019,999
AH979,30519,85680,00030,00030,00030,00050,00010,00035,0005,00020,000
1120191128201692020203162021319202211420231013202181920218192022342022342023511
13203182320368232032382037382038515
20253182026323202711820281017
202682320318232027382032382033515
3183231181017
AH1853.69%
0.01%125
54.42%
0.01%133
53.46%
0.01%83
53.42%
0.01%88
3.44%3.75%3.54%3.74%3.39%
AH
AH
1.
2.
1.
2.
1.
2.
1.
2.
(1)
(2)
(1)
(2)
(1)
(2)
(1)
(2)
(1)
(2)
AH