摘要
金融危机以来,压力测试作为现有风险管理技术的重要补充,受到了广泛的关注。本文介绍了银行业压力测试的基本定义、宗旨理念、步骤程序、结论的关注点与积极作用,深入研究了美国银行业压力测试最新实践的设计和实施框架,总结了压力测试范围、情景设置、组织与资源保障、信息披露与应对措施等方面值得我国借鉴的经验,进而提出我国银行业压力测试在数据方法、覆盖范围、治理结构与结果应用等方面的建议。
This paper introduces the basic definition, purpose, procedures, conclusions and the active impact of the US bank stress test. Discussing the design and implementation framework of this test, this paper analyzes the experience useful for our country in terms of the test scope, scenario setting, organization and resource guarantee, information disclosure and so on. Comparing this with the practice in China, this paper gives suggestions on infrastructure development, resource guarantee, technique implementation and result application.
出处
《国际金融研究》
CSSCI
北大核心
2009年第9期50-54,共5页
Studies of International Finance
关键词
银行
风险管理
压力测试
资本
Bank
Risk Management
Stress Test
Capital
