A Summary For Concepts And Methods Of The Financial Risk Pressure Test

With the continuous reform ofChinese commercial bank system, financial riskmeasurement and management technology, prevention capacity and means, as well as risk management system, all have been paid prominent attention to and experienced a deepening process of understanding. But the financial risk management level of our country’s commercial bank is not perfect and need tobe constantly improved to keep pace with the variety of the market environment, maintain the stability of Chinese commercial bank operation and make it develop healthily.This paper first introduces the basic concepts and problems of the pressure testing, and then outlines someconceptual issues involvingthe financial system risk test, primarily coveringthe interest rate risk, the exchange rate risk, the credit risk, the liquidity risk and the commonly used basic modelwhen testing.And a deep discussion of the algorithms of the models is not very attention.