商业银行压力测试的国内外实践

Domestic and Overseas Practice on the Testing of Commercial Bank Pressure

美国次贷危机和欧盟部分国家主权债务危机发生后,很多国家的商业银行等金融机构都开展了压力测试工作。中国人民银行从2012年开始把对17家主要商业银行的压力测试作为年度金融稳定报告定量分析的组成部分,逐步把压力测试作为金融稳定评估的常规方法。中国银监会适时出台了一系列关于压力测试的相关指引和规定,并针对宏观经济形势的变化和现实需要,组织有关银行进行了有针对性的压力测试,使压力测试逐渐成为监管商业银行和金融体系风险的前瞻性风险管理工具。

The pressure testing has been done in such financial institutions as commercial banks of many countries after the American subprime crisis and the sovereign debt crisis in parts of European Union countries. From the beginning of 2012, the People＇s Bank of China takes this testing on the main 17 commercial banks as the components of quantitative a- nalysis for their annual financial stability report, and gradually sets the testing as one of the conventional methods useful to the assessment of financial stability. And China Banking Regulatory Commission also issues timely series of the associated guidance and regulations on the testing, organizes the related banks to do the pertinent testing responding to the change of situation and the needs of reality, and makes gradually the testing to be one of the prospectively risk man- agement methods in the supervision of commercial banks and financial systems.