商业银行压力测试:国际实践与政策建议

Bank Stress Testing: International Experience and Policy Recommendations

金融危机暴露出传统银行风险管理方法存在重大缺陷,商业银行压力测试方法应运而生。欧美等国先后进行了多轮银行业压力测试,实践证明银行压力测试在弥补银行监管真空、提升银行监管能力、改善银行经营水平等方面具有积极促进作用。通过分析国外银行压力测试的经验和缺陷,探寻完善和强化我国银行压力测试的政策取向,无疑对提高我国银行持续监管的有效性具有重要现实意义。

The financial crisis has exposed the major defects in risk management of the traditional banking operation,which leads to the rise of bank stress testing.Based on the rounds of banking stress testing in the European countries and the United States,it has solid proof that this method renders numerous positive impacts upon remedying and improving banking regulation and operation.It is of vital significance for China to enhance and enforce the banking press testing by drawing upon the experience of the foreign countries.