China Minsheng Banking : Disclosure of Leverage Ratio for 2020

CHINA MINSHENG BANKING CORP., LTD.

Disclosure of Leverage Ratio for 2020

Unit: million (in RMB),

%

(Data

of the Group)

Template 1

No.

Item

Balance

1

Total consolidated assets

6,950,233

2

Adjustment for consolidation

-

3

Adjustment for clients' assets

-

4

Adjustments for derivatives

7,085

5

Adjustment for securities financing transactions

-1,072

6

Adjustment for off-balance sheet items

731,827

7

Other adjustments

-3,867

8

Balances of adjusted on-andoff-balance sheet assets

7,684,206

Template 2

No.

Item

Balance

1

On-balance

sheet

assets

(excluding

derivatives

and

6,892,499

securities financing transactions)

2

Less: deductions from tier-1 capital

-5,443

3

Balances of adjusted on-balance sheet assets

(excluding derivatives and securities financing

6,887,056

transactions)

4

Replacement cost

of all

derivatives

(net

of

eligible

3,172

margin)

5

Potential risk exposure of all derivatives

39,806

6

Gross collaterals deducted from the balance sheet

1,182

7

Less:

receivable

assets

resulting

from

providing

-

eligible margin

8

Less: balances of derivative assets resulting from

transactions with the central counterparty when

-

providing clearance services to clients

9

Notional

principal

amount

of

written

credit

5,210

derivatives

10

Less:

balances of

deductible

amounts

of

written

-

credit derivative assets

11

Balances of derivative asset

49,370

12

Balances of securities financing transaction assets for

15,099

accounting purpose

13	Less: balances of deductible amounts of	securities	-
	financing transaction assets
14	Counterparty	credit risk exposure for	securities	854
	financing transaction
15	Balances of	securities financing transaction assets	-
	resulting from agent securities financing transaction
16	Balances of securities financing transaction assets	15,953
17	Balances of off-balance sheet item		1,376,871
18	Less: Adjustments for conversion to credit equivalent	-645,044
	amounts
19	Balances of adjusted off-balance sheet items	731,827
20	Net tier-1 capital		532,348
21	Balances of adjusted on-andoff-balance sheet assets	7,684,206
22	Leverage ratio		6.93%