(1) Weight setting of rating elements. The standard weight distribution of each regulatory rating factor is as follows: capital adequacy ratio (15%), asset quality (15%), corporate governance and management quality (20%) and profitability.
(5%), liquidity risk (15%), market risk (10%), data governance (5%), information technology risk (10%), and institutional differentiation factor (5%). The China Banking Regulatory Commission specifically sets and adjusts the weight of each rating element according to the regulatory focus, complexity of banking business and risk characteristics.
(2) Rating indicators and rating factor scores. The score of rating indicators is determined by supervisors according to evaluation criteria and combined with professional judgment. The rating factor score is the sum of all rating indicators scores.
The single factor score is divided into six grades after being converted into a percentage system according to the weight, with 90 (inclusive) to 100 as 1, 75 (inclusive) to 90 as 2, 60 (inclusive) to 75 as 3, 45 (inclusive) to 60 as 4, and 30 (inclusive) to 45 as 5.
(3) Comprehensive rating score. The comprehensive rating score is obtained by weighting and summarizing the scores of all rating elements according to their weights.
(4) Determination of regulatory rating results. According to the rating standard, the preliminary grade and grade of the regulatory rating are determined by the comprehensive score of the rating, and on this basis, the regulatory rating results are formed by combining the regulatory rating adjustment factors.
Article 7 The regulatory rating results of commercial banks are divided into 1-6 and S, of which 1 is further subdivided into A and B, and 2-4 is further subdivided into A, B and C. If the rating result is 1-6, the greater the numerical value, the greater the institutional risk and the higher the regulatory concern. Commercial banks in the process of reorganization, takeover and market withdrawal are directly classified as S-class after being recognized by the regulatory authorities, and do not participate in the regulatory rating of the year.
The comprehensive score of regulatory rating is 1 from 90 (inclusive) to 100, in which 1A is above 95 (inclusive) and 1B is above 90 (inclusive); 75 points (inclusive) to 90 are divided into 2 grades, of which 85 points (inclusive) to 90 points are 2A, 80 points (inclusive) to 85 points are 2B, and 75 points (inclusive) to 80 points are 2c; 60 points (inclusive) to 75 are divided into 3 grades, of which 70 points (inclusive) to 75 points are 3A, 65 points (inclusive) to 70 points are 3B, and 60 points (inclusive) to 65 points are 3c; 45 points (inclusive) to 60 are divided into 4 grades, of which 55 points (inclusive) to 60 points are 4A, 50 points (inclusive) to 55 points are 4B, and 45 points (inclusive) to 50 points are 4c; 30 points (inclusive) to 45 are divided into 5 grades; The score below 30 is level 6.