Risk level indicators include liquidity risk indicators, credit risk indicators, market risk indicators and operational risk indicators (not belonging to asset-liability ratio indicators), which are static indicators based on time data. Among them, market risk indicators measure the risks faced by commercial banks due to changes in exchange rates and interest rates, including the proportion of accumulated foreign exchange exposure positions and the proportion of market sensitivity.
The four risk level indicators include liquidity risk indicator, credit risk indicator, market risk indicator and operational risk indicator.
1. Liquidity risk refers to liquidity ratio, core debt ratio and liquidity gap ratio.
2. Credit risk indicators refer to the ratio of non-performing assets, the credit concentration of a single group customer and all related indicators.
3. Market risk indicators refer to the proportion of accumulated foreign exchange exposure positions and interest rate risk sensitivity.
4. The operational risk index refers to the operational risk loss rate.
Risk level indicators include liquidity risk indicators, credit risk indicators, market risk indicators and operational risk indicators, which are static indicators based on time data.
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.
Risk compensation indicators measure the ability of commercial banks to compensate for risk losses, including profitability, reserve adequacy ratio and capital adequacy ratio.