商业银行房地产贷款压力测试分析

An Analysis of the Results of Stress Test of Commercial Banks on Mortgage Loans

结合我国A股市场14家上市银行的具体情况,利用压力测试测算房价下跌时房地产贷款违约对银行业净利润的影响程度,并对压力测试在银行业信用风险管理上的实施提出了一些建议.

Based on the specific circumstances of the 14 banks listed in China＇s A-share market, the impact of failing real estate prices on the net income of the banking sector is measured using the stress test and some recommendations for the application of stress testing in the management of credit risk are proposed.