SMS stress testing platform 2022

Credit risk stress scenarios include, but are not limited to, the decline of macroeconomic growth rate of major domestic and foreign economies, the sharp decline of real estate prices, the deterioration of the quality of loans and collateral, the decline of credit ratings of enterprises and major transactions with concentrated credit, or even default, collective default of some industries, the exposure of some international business risks facing country risks or transfer risks, and other situations that have a significant impact on bank credit risks.

Chapter XI Types and Risk Factors of Stress Testing Risks