商业银行理财业务压力测试研究  

The Research on Stress Test on Financial Management Business of Commercial Banks

作　　者：张乾[1] 刘海申[1] 

机构地区：[1]中国人民银行兰州中心支行,甘肃兰州730000

出　　处：《西部金融》2014年第12期81-83,共3页West China Finance

摘　　要：我国商业银行理财业务在快速发展的同时潜藏着一定风险隐患,如何有效识别和分析理财业务风险是做好风险管控工作的基础。本文探索运用压力测试方法对商业银行理财业务风险进行量化分析,考察理财业务整体抗风险能力以及流动性管理状况,并就加强理财业务风险管理提出相关建议。With the rapid development of the commercial banks’ financial management business in China,there exist a certain potential risks, so how to effectively identify and analyze the risks of financial management business is the basis to manage and control risks. The paper explores to analyze quantitatively the risks of the commercial banks’ financial management business by using stress test method, examines the overall ability of the financial management business to resist risks and liquidity management situation, and puts forward relevant proposals for strengthening the risk management of the financial management business.

关 键 词：理财业务 压力测试 风险管理 

分 类 号：F830.31[经济管理—金融学]