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《大行報告》高盛:對俄制裁影響美銀行CET1比率5至35點子
阿思達克 03-07 10:40
高盛發表報告,分析對俄羅斯制裁對歐美銀行業的影響。該行指,基於部分制裁性質,大型銀行面對潛在損失較大,但融資市場環境仍然大致不變,相信流動性風險目前仍低,受惠於相比2008年更強勁的資本及流動性,以及央行在需要時干預的能力增加。 該行認為制裁其中一項最大後果為市場預期央行收緊貨幣政策強度較輕,並在預期加息次數減少中顯現出來,減少未來淨利息收入將損害銀行盈利能力。 報告提到花旗集團(C.US)重新檢視涉俄業務風險敞口,由55億美元上調至98億美元。該行料其他美國銀行或須作同類撥備,花旗稅後撥備料相等於普通股權一級資本率10至35個點子,其他同業的稅後撥備料相等於普通股權一級資本率5至18個點子。
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