国内上市中小商业银行的压力测试分析word格式论文.docxVIP

摘要2011 年,我国经济同时经历着外围经济形势恶化、国内通货膨胀、房地产泡沫、地方融资平台等一系列危机，国内企业的生存环境非常恶劣。我国金融行业经营风险增大，特别是中小商业银行由于其本身抗风险能力不强，面临着更加巨大的潜在风险。本文以国际上广泛使用的WILSON压力测试模型为基础，将反馈因子纳入变量之中，形成改进的WILSON模型，并对我国10 家样本中小商业银行进行了信用风险压力测试，以预测其在面临极端不利情景时的表现。通过对压力测试结果的分析，发现了我国中小商业银行压力测试实践中遇到的困难，总结了中小商业银行运用压力测试方面存在的普遍问题和不足。最后，为中小商业银行如何更好的运用压力测试和结合压力测试促进自身发展分别提出了一些建议。关键词：信用风险压力测试中小商业银行AbstractThelivingenvironmentofdomesticenterprisesisverybadin2011,China’s economyexperiencedaseriesofcrises,forexample,deteriorationofexternaleconomic situation,domesticinflation,therealestatebubble,thecrisisoflocalfinancingplatform. China’sfinancialindustryoperatingatincreasedrisk,especiallysmallandmedium commercialbanksfacedwithgreaterpotentialrisk,becauseoftheweakabilitytoresist risks.ThispaperbasedonthewidelyusedWILSONpressuretestmodel,thevariable includedthefeedbackfactor,formedtheimprovedWILSONmodel.Atthesametime, thecreditriskstresstestsof10samplesofsmallandmediumcommercialbankswere conducttopredicttheirperformancewhentheyfacedwiththeextremeadversescenario. Throughtheanalysisofthestresstestingresults,itfoundthedifficultiesencounteredin the stress testing practices ofChina’s smalland mediumcommercial banks. After that, it summarizedthecommonproblemsanddeficienciesinstresstestofChina’ssmalland mediumcommercialbanks.Finally,itputforwardsomesuggestionsforbetteruseof stress tests and promotion of their development.Key words: credit riskstress- testingsmall and medium commercial banks目录第一章绪论....................................................................................................................................11.1选题背景.........................................................................................................11.1.1 选题的现实背景........................................................................................11.1.2 选题的理论背景........................................................................................11.2 国内外压力测试研究现状.................................................................................21.2