Postal Savings Bank of China (PSBC) released its 2025 Pillar 3 Capital Management Report, detailing a solid capital and liquidity position as well as comprehensive risk-management arrangements. Key data are summarised below.

Capital Structure and Ratios • Common Equity Tier 1 (CET1) capital totalled RMB 1,003.48 billion, Tier 1 capital RMB 1,153.65 billion and total capital RMB 1,384.27 billion. • Risk-weighted assets (RWA) reached RMB 9,533.91 billion. • As of 31 December 2025 the CET1 ratio stood at 10.53%, Tier 1 ratio at 12.10%, and overall capital adequacy ratio at 14.52%, all comfortably above the minimum regulatory requirements (5.00%, 6.00% and 8.00% respectively). • PSBC remains classified as a Group II domestic systemically important bank (D-SIB), subject to a 0.50 percentage point CET1 surcharge.

Leverage • Adjusted on- and off-balance-sheet exposures amounted to RMB 19,653.68 billion, producing a leverage ratio of 5.87%, well above the 4.00% minimum.

Liquidity • High-quality liquid assets totalled RMB 3,402.00 billion, against net cash outflows of RMB 1,124.81 billion, resulting in a liquidity coverage ratio of 302.45%. • The net stable funding ratio was 172.02%, with available stable funding of RMB 15,700.22 billion versus required stable funding of RMB 9,127.22 billion.

Risk-Weighted Asset Composition • Credit risk accounted for RMB 8,931.79 billion of RWA, of which RMB 8,587.99 billion was measured under the standardised approach. • Market risk contributed RMB 78.85 billion, operational risk RMB 523.27 billion, and counterparty credit risk RMB 8.46 billion.

Operational Risk and Other Metrics • Operational-risk capital requirement was RMB 41.86 billion. • Interest-rate risk in the banking book showed a maximum economic-value decline of RMB 161.55 billion and a maximum 12-month net-interest-income reduction of RMB 206.71 billion under regulatory stress scenarios, both within the bank’s defined risk appetite.

Risk Management Framework The Board of Directors retains ultimate responsibility for risk governance, supported by dedicated committees covering credit, market, liquidity and operational risks. Management follows a “three lines of defence” structure, complemented by stress testing, limit frameworks and internal capital adequacy assessment processes (ICAAP).

PSBC’s 2025 Pillar 3 data confirm robust capital buffers, conservative leverage, and strong liquidity reserves, underpinning stable operations amid a challenging macro-financial environment.