| As a basic tool in measure of extreme risk and management potential crisis, stress test plays an important role in the risk assessment of extreme risk and can compensates for the lack of normal risk management tools. So. it is introduced to a wide range of applications in the financial institutions.In this paper, it analyzes the present status of Yunnan branch of SZ Commercial bank for the study. By the document analysis and quantitative analysis methods, it designs some appropriate indicators. According to the actual environmental pressure situation of Yunnan branch of SZ Commercial bank, the stress test is done and the test results is applied to the actual operation and management decisions of the bank. And the further use of stress testing tool and the credit risk management recommendations for Yunnan branch of SZ commercial bank is introduced in the paper.The paper-is divided into six parts. In part one, the research background, significance, subjects, methods and the structure of the paper is introduced. In part two, as a theoretical basis, it introduces the concepts, theories and methods, and present research status of stress test on commercial banks. In part three, the stress test on credit risk of commercial banks is analyzed in detail. In part four, it introduces the current situation of credit risk management on real estate in Yunnan branch of SZ commercial bank. And the problems and solutions are also analyzed in-depth. In part five, based on the sample data of real estate loans in Yunnan branch of SZ commercial bank, it establishes a new financial analysis model of stress test, which involves the analysis of assets and liabilities, profit and loss, and cash flow. By research of its practical application, the credit risk management measures and recommendations for Yunnan branch of SZ commercial bank is introduced. In part five, it makes a conclusion of this paper and the prospect of the further research is also mentioned in this section. |
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