Applications Analysis On Stress Test Of Chinese Commercial Banks

Stress test as a prospective risk management tools, used to simulate extreme but objective existence of macroeconomic impact on the stability of financial institutions, to help central bank identify the weak link of financial system, improve the risk assessment of central Banks and financial institutions, and help them to understand ability parties of macroeconomic and financial institutions. Therefore, stress test take the regulatory authorities'attention, and gradually become important tools for testing the vulnerability of the financial system. In financial trend of globalization, it is urgent and significant for China to evaluate the stability of commercial bank, thereby further strengthening their risk-prevention capacity.The dissertation is divided into five parts. It bases on the study of stress test's theory and method, particularly take a Chinese commercial bank as typical example to empirical analysis. Combining the macroeconomic and financial developments, economic and financial data statistics of our country, the dissertation further give some proposal on promote the work about stress test of China's commercial banks.