Risk migration indicators include normal loan mobility and non-performing loan mobility.

Risk migration index is a dynamic index to measure the degree of risk change of commercial banks, which shows the ratio of asset quality change in the previous period to that in the current period.

Normal loan mobility

The mobility of normal loans is the ratio of the amount of non-performing loans to normal loans. Normal loans include normal loans and concern loans. This indicator is a first-level indicator, including two second-level indicators: normal loan mobility and concerned loan mobility. The mobility of normal loans is the ratio of the amount that becomes the last four in normal loans to normal loans, and the mobility of concern loans is the ratio of the amount that becomes non-performing loans to concern loans.

Non-performing loan mobility

The mobility of non-performing loans includes the mobility of subprime loans and the mobility of doubtful loans. The mobility of subprime loans is the ratio of the amount converted into suspicious loans and loss loans to subprime loans, and the mobility of suspicious loans is the ratio of loans converted into loss loans to suspicious loans.

source

Core Indicators of Risk Supervision of Commercial Banks (for Trial Implementation) (Notice of China Banking Regulatory Commission on Printing and Distributing Core Indicators of Risk Supervision of Commercial Banks (for Trial Implementation) June 5438+February 3, 20051.