识别风险，发现价值 请务必阅读末页的免责声明 1/40 T ab l e _ P ag e 跟踪分析|银行 证券研究报告 Table_Title 20231231 Table_Summary 2023/12/2512/31 2023/12/1812/24 2024/1/11/7 Wind 120 2022A 6.75 7.98%1 2 3 1 23Q3 2 3 24%37%110%131%4 20%100%AA-45%5 150%6 2023Q3 45.6%24.1pct Wind 12570 14 1750 14 2.84 5,280 3M 35%6M 42%6M NSFR 3M 12 1 2 3 4 Table_Gr ade 2024-1-1 Table_PicQuote Table_Author SAC S0260518020004 021-38003646 SAC S0260520040002 SFC CE No.BQV910 021-38003645 Table_DocReport:2023-12-29 20231224:2023-12-24:20231224 2023-12-24 Table_Contacts 010-59136613-14%-10%-5%0%5%10%12/22 02/23 04/23 06/23 08/23 10/23 300 识别风险，发现价值 请务必阅读末页的免责声明 2/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 EPS()PE(x)PB(x)ROE(%)/2023E 2024E 2023E 2024E 2023E 2024E 2023E 2024E 601398.SH CNY 4.78 2023/10/29 6.18 0.99 1.05 4.83 4.55 0.50 0.46 10.79 10.62 601939.SH CNY 6.51 2023/10/26 8.30 1.32 1.40 4.93 4.65 0.55 0.51 11.63 11.36 601288.SH CNY 3.64 2023/10/28 4.83 0.76 0.80 4.79 4.55 0.53 0.49 11.46 11.07 601988.SH CNY 3.99 2023/10/30 5.30 0.73 0.76 5.47 5.25 0.53 0.49 10.08 9.69 601658.SH CNY 4.35 2023/10/27 7.30 0.92 0.98 4.73 4.44 0.54 0.49 11.85 11.57 601328.SH CNY 5.74 2023/10/27 7.37 1.22 1.28 4.70 4.48 0.47 0.43 10.26 10.07 600036.SH CNY 27.82 2023/10/27 55.63 5.75 6.42 4.84 4.33 0.75 0.67 16.52 16.35 600000.SH CNY 6.62 2023/10/29 8.74 1.03 1.07 6.43 6.19 0.32 0.30 5.04 4.99 601166.SH CNY 16.21 2023/10/31 30.95 3.77 4.01 4.30 4.04 0.47 0.43 11.43 11.15 601818.SH CNY 2.90 2023/10/30 5.38 0.70 0.74 4.14 3.92 0.38 0.35 9.73 9.27 000001.SZ CNY 9.39 2023/10/25 21.18 2.53 2.94 3.71 3.19 0.44 0.39 12.65 13.03 002142.SZ CNY 20.11 2023/10/30 42.75 3.88 4.57 5.18 4.40 0.76 0.65 15.58 15.92 601009.SH CNY 7.38 2023/10/30 14.79 1.84 2.10 4.01 3.51 0.55 0.49 14.45 14.79 600926.SH CNY 10.01 2023/10/27 17.99 2.33 2.84 4.30 3.52 0.66 0.56 16.00 16.96 601838.SH CNY 11.26 2023/10/27 20.47 3.27 3.93 3.44 2.87 0.66 0.56 20.54 21.10 601128.SH CNY 6.39 2023/10/26 10.91 1.21 1.48 5.28 4.32 0.71 0.62 14.31 15.38 01398.HK HKD 3.82 2023/10/29 4.99 0.99 1.05 3.51 3.31 0.36 0.34 10.79 10.62 00939.HK HKD 4.65 2023/10/26 5.78 1.32 1.40 3.21 3.02 0.36 0.33 11.63 11.36 01288.HK HKD 3.01 2023/10/28 3.88 0.76 0.80 3.61 3.43 0.40 0.37 11.46 11.07 03988.HK HKD 2.98 2023/10/30 3.77 0.73 0.76 3.72 3.57 0.36 0.33 10.08 9.69 03328.HK HKD 4.87 2023/10/27 6.10 1.22 1.28 3.63 3.46 0.36 0.34 10.26 10.07 03968.HK HKD 27.20 2023/10/27 55.57 5.75 6.42 4.31 3.86 0.67 0.60 16.52 16.35 06818.HK HKD 2.32 2023/10/30 4.07 0.70 0.74 3.02 2.85 0.27 0.25 9.73 9.27 01658.HK HKD 3.73 2023/10/27 5.79 0.92 0.98 3.69 3.47 0.42 0.38 11.85 11.57 A+H H PE PB H Wind YWAZvMrMmPnMpRnOmRpQoPbRbP6MpNqQmOsOlOrRnMeRrRoN8OmMvNuOnOxPxNtRmM 识别风险，发现价值 请务必阅读末页的免责声明 3/40 T ab l e _ P ag eT e x t 跟踪分 析|银行.6.6.11 12.12.13.13 SHIBOR.15.21 4BP.21.32 3Y 5Y.34.37.38 识别风险，发现价值 请务必阅读末页的免责声明 4/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 1.14 2%.15 3 DR007%.15 4%.17 5 Shibor%.17 6%.18 7%.18 8 1 3%.19 9 1%.19 10 3%.20 11 6%.20 12%.21 13%.22 14 AA+%.22 15 9M%.24 16 9M%.25 17 9M%.25 18 9M%.26 19 9M%.26 20%.27 21.27 1.7 2.7 3 2023H1.8 4 2022A.9 5.13 6 bp%.16 7 bp%.23 8 bp%.24 识别风险，发现价值 请务必阅读末页的免责声明 5/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 9.28 10.29 11%.30 12.31 13.32 14 bp%.32 15.33 16.34 17.34 18.35 19 bp%.36 20.37 识别风险，发现价值 请务必阅读末页的免责声明 6/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 1.2 1.2 120 2022A 6.75 7.98%1 AC FVOCL FVTPL FVTPL 2 1.2 3=min(,1250%)23Q3 识别风险，发现价值 请务必阅读末页的免责声明 7/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 2023 12 29 24%37%110%131%20%100%AA-20%45%150%2023Q3 45.6%24.1pct 10%23.9pct 45.04%50%24.2pct 45.82%1 2012 2023 1,119.23 0.90%0%0%5,604.48 4.50%0%0%1,060.90 0.85%110%131%39,251.59 31.54%24%37%4,958.76 3.98%100%100%166.65 0.13%20%45%5.99 0.00%100%150%28,108.95 22.59%0%20%43,964.09 35.33%25%40%205.19 0.16%100%100%124,445.83 100.00%-1.2-1.07 21.5%45.6%Wind 2 10%20%30%40%50%65.62%80.62%95.62%110.62%125.62%21.14%21.27%21.40%21.53%21.65%76.12%94.12%112.12%130.12%148.12%45.04%45.23%45.43%45.62%45.82%23.9PCT 24.0PCT 24.0PCT 24.1PCT 24.2PCT Wind 识别风险，发现价值 请务必阅读末页的免责声明 8/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 3 2023H1/436,696 112,551 25.77%1,635 1.45%382,547 92,555 24.19%2,217 2.39%380,334 100,682 26.47%558 0.55%310,852 67,326 21.66%1,166 1.73%151,231 52,125 34.47%6,035 11.58%138,134 40,301 29.18%2,110 5.23%107,398 29,959 27.90%1,934 6.46%89,325 32,510 36.40%6,023 18.53%98,905 26,858 27.16%3,622 13.48%76,415 22,925 30.00%2,022 8.82%67,579 22,024 32.59%2,978 13.52%55,005 13,260 24.11%1,521 11.47%40,986 14,358 35.03%1,673 11.65%36,325 12,333 33.95%2,080 16.87%30,330 11,659 38.44%2,327 19.96%32,946 12,268 37.24%2,125 17.32%29,123 9,103 31.26%1,223 13.44%26,003 12,054 46.36%2,566 21.28%22,225 9,374 42.18%1,780 18.99%17,442 8,130 46.61%795 9.77%14,384 6,141 42.70%318 5.17%13,595 4,685 34.46%99 2.11%9,982 2,998 30.04%233 7.79%10,283 4,186 40.71%711 16.99%6,700 2,664 39.76%53 2.00%7,271 2,871 39.48%230 8.02%6,169 1,887 30.59%134 7.09%5,684 2,105 37.03%452 21.47%4,650 2,103 45.23%340 16.16%5,803 2,203 37.97%204 9.24%4,615 1,696 36.75%299 17.64%5,504 1,354 24.61%134 9.92%4,230 1,808 42.74%130 7.22%3,529 1,032 29.25%128 12.36%2,481 784 31.62%77 9.87%3,178 537 16.89%-0.00%2,273 724 31.85%87 12.07%2,002 658 32.85%74 11.24%1,760 640 36.37%95 14.89%1,992 550 27.61%43 7.81%1,899 552 29.06%65 11.80%1,799,794 465,541 25.87%13,720 2.95%653,068 195,899 30.00%25,577 13.06%235,074 91,029 38.72%14,422 15.84%48,178 16,967 35.22%1,158 6.83%2,736,115 769,435 28.12%54,877 7.13%Wind 识别风险，发现价值 请务必阅读末页的免责声明 9/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 4 2022A/396,097 105,273 26.58%1,352 1.28%346,019 85,401 24.68%2,277 2.67%339,275 95,302 28.09%534 0.56%289,139 64,457 22.29%1,027 1.59%140,673 49,589 35.25%6,166 12.43%129,924 39,552 30.44%2,135 5.40%101,389 27,727 27.35%2,005 7.23%92,667 31,583 34.08%6,310 19.98%87,047 25,555 29.36%4,449 17.41%72,557 22,259 30.68%2,355 10.58%63,005 20,466 32.48%2,140 10.46%53,215 13,566 25.49%1,842 13.58%39,002 12,949 33.20%1,478 11.41%34,179 9,519 27.85%1,018 10.70%33,880 11,272 33.27%2,081 18.46%29,803 10,542 35.37%1,959 18.58%28,785 11,533 40.06%2,193 19.02%26,219 7,518 28.68%1,261 16.78%23,661 11,190 47.29%2,234 19.97%20,595 9,019 43.79%1,591 17.64%16,595 5,445 32.81%641 11.77%16,165 7,450 46.09%867 11.64%15,802 5,977 37.82%0 0.00%13,519 5,730 42.38%302 5.27%13,316 3,783 28.41%621 16.41%13,263 3,734 28.16%38 1.03%12,814 4,036 31.50%96 2.38%12,335 3,494 28.33%556 15.92%11,195 4,517 40.35%109 2.41%10,881 3,042 27.96%523 17.18%10,824 3,296 30.45%523 15.87%9,177 3,000 32.69%314 10.47%9,047 3,843 42.48%654 17.02%7,939 2,610 32.87%224 8.59%7,611 3,234 42.49%211 6.51%7,213 2,847 39.47%514 18.07%7,127 2,918 40.94%250 8.58%6,847 2,458 35.90%51 2.06%6,713 2,356 35.09%453 19.21%6,577 2,698 41.02%223 8.26%6,460 2,867 44.38%190 6.64%()5,968 1,782 29.86%0 0.00%5,915 1,833 30.98%144 7.84%5,614 1,115 19.86%143 12.86%5,384 1,869 34.71%237 12.66%5,338 2,019 37.83%365 18.05%识别风险，发现价值 请务必阅读末页的免责声明 10/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 5,296 2,021 38.17%350 17.29%5,245 1,850 35.26%392 21.17%5,156 1,571 30.47%285 18.14%5,110 1,245 24.37%315 25.29%5,060 2,034 40.19%157 7.71%5,057 1,726 34.13%214 12.38%5,057 1,726 34.13%93 5.38%4,971 1,430 28.77%174 12.17%4,892 1,368 27.97%255 18.66%4,797 1,490 31.07%154 10.37%4,721 1,556 32.97%207 13.28%4,487 1,529 34.08%121 7.90%4,433 1,460 32.94%252 17.24%4,359 1,290 29.59%106 8.19%4,348 1,520 34.96%211 13.87%4,165 1,351 32.43%332 24.62%4,156 1,067 25.67%159 14.86%4,104 1,567 38.19%153 9.79%4,099 1,029 25.11%100 9.70%4,062 1,574 38.75%0 0.00%4,058 1,797 44.27%117 6.50%4,035 1,403 34.76%206 14.70%3,873 1,069 27.60%104 9.74%3,772 1,313 34.81%186 14.16%3,770 978 25.95%103 10.57%3,712 1,002 26.99%137 13.69%3,457 1,093 31.63%109 9.96%3,437 1,282 37.30%59 4.58%3,364 1,023 30.39%308 30.14%3,207 1,120 34.93%79 7.07%2,879 725 25.18%88 12.10%2,765 1,002 36.24%464 46.29%2,629 709 26.97%14 2.04%2,531 984 38.87%245 24.86%2,472 856 34.64%85 9.88%2,375 595 25.05%0 0.00%2,373 422 17.79%45 10.62%2,344 837 35.69%10 1.19%2,279 505 22.15%31 6.18%2,249 1,773 78.83%55 3.11%2,247 426 18.97%0 0.00%2,158 699 32.40%30 4.33%2,155 715 33.16%146 20.45%2,116 658 31.11%85 12.90%1,934 617 31.92%0 0.00%()1,932 203 10.49%0 0.00%1,917 750 39.13%52 6.87%1,917 750 39.13%52 6.87%1,875 591 31.54%56 9.48%1,867 783 41.92%378 48.33%识别风险，发现价值 请务必阅读末页的免责声明 11/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 1,847 662 35.84%122 18.45%1,835 679 37.00%221 32.53%1,804 628 34.79%142 22.56%1,803 537 29.80%76 14.10%1,776 604 34.03%80 13.29%1,776 604 34.03%80 13.29%1,769 487 27.51%23 4.78%1,688 556 32.97%64 11.43%1,596 422 26.42%47 11.15%()1,534 394 25.65%0 0.00%1,519 622 40.92%41 6.59%1,486 459 30.87%94 20.51%()1,428 353 24.72%0 0.00%1,400 465 33.22%37 7.93%1,392 474 34.04%60 12.73%1,381 582 42.15%31 5.25%()1,380 260 18.82%0 0.00%1,333 525 39.39%5 0.95%()1,121 282 25.12%0 0.00%1,105 351 31.77%51 14.46%1,014 319 31.50%30 9.35%()738 170 23.08%0 0.00%516 122 23.71%0 0.00%1,641,127 439,575 26.78%13,491 3.07%684,665 205,399 30.00%29,086 14.16%427,169 154,228 36.10%19,974 12.95%122,364 41,727 34.10%4,441 10.64%15,435 3,968 25.71%461 11.61%2,890,760 844,897 29.23%67,452 7.98%Wind Wind 12570 5 14 1750 7 17540 14 2.84 5,280 3M 35%9 6M 42%6M NSFR 1Y 10 3M 10“12 识别风险，发现价值 请务必阅读末页的免责声明 12/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 14.73 2.54%142 5,280 90.2%AA+66.8%2.65%4bp 0.49 0.52 5,475 2.38%1,306 2.96 AAA AA-5Y 1M 1 10 1 2 5.78 3.52 2.26 1Y AA 3Y 5Y 4 20 12 2.84 12 识别风险，发现价值 请务必阅读末页的免责声明 13/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 2023 12 25 12 29 17540 7 1.80%1750 14 1.95%6720 12570 28390 26640 10060 5720 6000 4960 5 MLF()MLF()1 2023/12/29 2023/12/29 1,550 1,950 400-1 2023/12/28 2023/12/28 1,790 3,740 1,950-1 2023/12/27 2023/12/27 2,870 4,210 1,340-1 2023/12/26 2023/12/26 3,490 4,680 1,190-1 2023/12/25 2023/12/25 2,870 4,710 1,840-1 2023/12/22 2023/12/22 2,810 3,310 500-1 2023/12/21 2023/12/21 1,590 4,210 2,620-1 2023/12/20 2023/12/20 200 2,850 2,650-1 2023/12/19 2023/12/19-1,130 3,010 4,140-1 2023/12/18 2023/12/18-410 2,440 2,850-5 2023/12/25 2023/12/31 12,570 19,290 6,720-5 2023/12/18 2023/12/24 3,060 15,820 12,760-5 2023/12/11 2023/12/17 9,990 12,760 10,770 14,500 6,500-5 2023/12/4 2023/12/10-10,590 10,770 21,360-5 2023/11/27 2023/12/3-310 21,360 21,670-21 2023/12/1 2023/12/31 9,580 59,830 58,250 14,500 6,500-22 2023/11/1 2023/11/30 5,880 78,230 78,350 14,500 8,500 6,647 19 2023/10/1 2023/10/31 5,350 62,140 59,680 7,890 5,000 5,081 20 2023/9/1 2023/9/30 11,090 47,630 38,450 5,910 4,000 11,321 23 2023/8/1 2023/8/31 11,720 28,510 16,800 4,010 4,000 11,053 21 2023/7/1 2023/7/31-8,080 5,280 13,390 1,030 1,000-7,666 21 2023/6/1 2023/6/30 11,190 16,490 5,670 2,370 2,000 11,738 21 2023/5/1 2023/5/31-6,150 1,510 7,910 1,250 1,000-6,191 20 2023/4/1 2023/4/30-4,140 10,220 14,560 1,700 1,500-8,726 23 2023/3/1 2023/3/31-4,450 22,040 29,300 4,810 2,000 3,238 20 2023/2/1 2023/2/28-1,410 60,530 63,930 4,990 3,000-4,777 18 2023/1/1 2023/1/31-2,880 31,650 35,320 7,790 7,000 5,035 23 2022/12/1 2022/12/31 15,570 18,380 4,310 6,500 5,000 14,102 1 2024/1/1 2024/1/1-1 2024/1/2 2024/1/2 10,060-1 2024/1/3 2024/1/3 5,720-1 2024/1/4 2024/1/4 6,000-1 2024/1/5 2024/1/5 4,860-Wind 识别风险，发现价值 请务必阅读末页的免责声明 14/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 1 Wind 1-5,000 10,000 15,000 20,000 25,000 30,000 31 30 29 28 27 26 25 24 23 22 21 20 19 18 17 16 15 14 13 12 11 10 9 8 7 6 5 4 3 2 1 31 30 29 28 27 26 252023 12 2022 12 2021 12 2020 12 2019 12 2018 12 识别风险，发现价值 请务必阅读末页的免责声明 15/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 Shibor DR001 DR007 DR014 7.7bp 13.2bp 20.6bp Shibor 1M 3M 6M 9M 1Y 1.9bp 7.4bp 7.7bp 7.5bp 7.1bp NCD AAA NCD 3M 54bp 1Y 23bp 1Y 10Y 30Y 17bp 3.2bp 0.7bp 1M 3M 0bp-52bp-9bp 2%Wind 3 DR007%Wind 2.56 2.40 1.80 1.87 1.201.401.601.802.002.202.402.602.803.003.203.403.603.804.00SLF:7:10 MLF:1 NCD(AAA):1 OMO:7 DR007(MA7)1.200 1.400 1.600 1.800 2.000 2.200 2.400 2.60025 26 27 28 29 30 31 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 312023 12 2023 11 2023 10 2023 9 2023 8 2022 12 识别风险，发现价值 请务必阅读末页的免责声明 16/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 6 bp%DR001 DR007 DR014 DR021 DR1M 2023 12 1.61 1.85 2.40 2.38 2.23 2023 11 1.74 1.93 2.23 2.22 2.25 2023 10 1.75 1.93 2.07 2.25 2.02 2023 9 1.74 1.94 2.17 2.24 2.28 2023 8 1.57 1.80 1.85 1.85 1.76 DR001 DR007 DR014 DR021 DR1M bp 7.66 13.21 20.56 2023/12/29 1.65 1.91 2.42 2023/12/22 1.58 1.78 2.22 3.02 2.88 2023/12/15 1.59 1.79 2.07 2.97 3.05 2023/12/8 1.64 1.84 2.27 2.15 2.94 2023/12/1 1.61 1.80 1.86 1.91 1.98 SHIBOR:1M SHIBOR:3M SHIBOR:6M SHIBOR:9M SHIBOR:1Y bp-1.90-7.40-7.70-7.50-7.10 2023/12/29 2.48 2.53 2.56 2.57 2.58 2023/12/22 2.50 2.60 2.63 2.64 2.65 2023/12/15 2.45 2.60 2.63 2.62 2.65 2023/12/8 2.37 2.56 2.60 2.59 2.62 2023/12/1 2.30 2.50 2.53 2.55 2.57 NCD(AAA):1M NCD(AAA):3M NCD(AAA):6M NCD(AAA):9M NCD(AAA):1Y bp-87.48-53.96-31.30-25.79-22.50 2023/12/29 1.92 2.14 2.34 2.39 2.40 2023/12/22 2.79 2.68 2.65 2.65 2.63 2023/12/15 2.69 2.67 2.64 2.60 2.60 2023/12/8 2.61 2.73 2.72 2.69 2.66 2023/12/1 2.43 2.62 2.65 2.64 2.63:1Y:3Y:5Y:10Y:30Y bp-17.30-8.32-5.61-3.24-0.72 2023/12/29 2.08 2.29 2.40 2.56 2.83 2023/12/22 2.25 2.37 2.46 2.59 2.83 2023/12/15 2.31 2.39 2.49 2.62 2.90 2023/12/8 2.38 2.47 2.56 2.66 2.94 2023/12/1 2.34 2.47 2.57 2.66 2.94 Wind DR001 DR007 DR014 DR021 DR1M 识别风险，发现价值 请务必阅读末页的免责声明 17/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 4%Wind 5 Shibor%Wind-8.00-6.00-4.00-2.000.002.004.006.008.0010.002003-072004-012004-072005-012005-072006-012006-072007-012007-072008-012008-072009-012009-072010-012010-072011-012011-072012-012012-072013-012013-072014-012014-072015-012015-072016-012016-072017-012017-072018-012018-072019-012019-072020-012020-072021-012021-072022-012022-072023-012023-07 CPI PPI 1-1.01.52.02.53.03.51 7 14 1 3 6 9 1 2023-12-29 2023-12-22 2023-09-30 2023-06-30 2023-03-31 2022-12-31 2022-09-30 识别风险，发现价值 请务必阅读末页的免责声明 18/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 6%Wind 7%Wind 1.52.02.53.03.54.01 3 5 7 10 15 20 30 50 2023-12-29 2023-12-22 2023-09-30 2023-06-30 2023-03-31 2022-12-31 2022-09-302.50 2.50 3.45 3.45 4.20 4.20 2.002.503.003.504.004.505.00(MLF):1(LPR):1(LPR):5 识别风险，发现价值 请务必阅读末页的免责声明 19/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 8 1 3%Wind 9 1%Wind-0.50 1.00 1.50 2.00 2.50 3.00 3.50 4.00 4.50 5.00 1 3-0.50 1.00 1.50 2.00 2.50 3.0023 24 25 26 27 28 29 30 31 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 312023 12 2022 12 2021 12 2020 12 2023 11 2022 11 识别风险，发现价值 请务必阅读末页的免责声明 20/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 10 3%Wind 11 6%Wind-0.50 1.00 1.50 2.00 2.50 3.0023 24 25 26 27 28 29 30 31 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 312023 12 2022 12 2021 12 2020 12 2023 11 2022 11-0.50 1.00 1.50 2.00 2.50 3.0023 24 25 26 27 28 29 30 31 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 312023 12 2022 12 2021 12 2020 12 2023 11 2022 11 识别风险，发现价值 请务必阅读末页的免责声明 21/40 T ab l e _ P ag eT e x t 跟踪分 析|银行 2023 12 25 2023 12 31 2023 12 18 2023 12 24 2024 1 1 2024 1 7 4BP 1.14.73 2.54%142 2.5,280 1,056 1,189 2.65%2.69%AAA 2.64%2.67%AA+2.97%2.94%0.49 0.52 1 19.4%33.9%3 19.7%32.7%3.90.2%90.2%AA+66.8%75.1%4.5,