银行行业研究:大行ΔEVE指标测算及承接债券能力评估

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Dec 08, 2025

ΔEVE/一级资本净额测算:大行整体承压,部分行2025 年内或已超监管要求根据我们测算,2025H1 大行银行账簿利率风险指标(ΔEVE/一级资本净额)较2024 年进一步下降,工行和建行或已突破-15%监管要求。具体来看,工行/建行/农行/中行/邮储/交行分别为-16.66%/-17.26%/-14.89%/-12.28%/-9.02%/-12.46%,较2024 年分别-1.95pct/-...

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