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FSAP框架下我国银行业稳定性压力测试评估 被引量:3

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摘要 本文基于FSAP框架,在设定的GDP和CPI轻度、重度压力情景下,对我国银行业整体稳定性及不同类型银行机构稳定性进行了压力测试。压力测试结果表明:在两种压力情景下,银行业稳定性出现显著下降;GDP的下降对银行业稳定性的冲击比CPI上升所造成的冲击更大;此外,股份制商业银行在压力测试下稳定性下降最为显著,需引起高度重视。
作者 谭校琴
出处 《金融经济(下半月)》 2017年第4期109-112,共4页
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