Symbol

Variable

Definition or Measurement

Unit

NDefault

Proportion of Corporate Client with Nearly No Default Risk

Credit Exposure to Corporate Client with Nearly

No Default Risk/Total Corporate Credit Exposure

%

LDefault

Proportion of Corporate Client with Low Default Risk

Credit Exposure to Corporate Client with Low Default Risk/Total Corporate Credit Exposure

%

HDefault

Proportion of Corporate Client with

High Default Risk

Credit Exposure to Corporate Client with High Default Risk/Total Corporate Credit Exposure

%

Default

Proportion of Default Corporate Client

Credit Exposure to Default Corporate Client/Total Corporate Credit Exposure

%

FinTech

Financial Technology

Score of Organizational Intellectualization from GYROSCOPE Report

-

I

Information Asymmetry

Unsecured Loan/Total Loan

%

E

Staff Efficiency

Total Cost/Total Revenue

%

R

Relationship between Bank

and Corporate Client

Non-interest Revenue/Total Revenue

%

GDP

GDP Growth

The growth ratio of GDP in China

%

TSF

Total Social Finance Growth

The growth ratio of total social financing in China

%

NIM

Net Interest Margin of Commercial Banks

Net Interest Revenue/Average Balance of Interest-Earning Asset

%

NPL

Nonperforming Loan Ratio

Nonperforming Loan/Total Loan

%

CoreCA

Core Tier1 Capital Adequacy Ratio

Core Tier1 Capital/Risk-Weighted Asset

%

CA

Capital Adequacy Ratio

Capital/Risk-Weighted Asset

%