Empirical Study on the Stress Test of China Development Bank Co Main Businesses’ Credit Risk

Ye Bin Lu

doi:10.4028/www.scientific.net/AMM.556-562.6470

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 556-562Empirical Study on the Stress Test of China...

Empirical Study on the Stress Test of China Development Bank Co Main Businesses’ Credit Risk

Abstract:

With the bad loans ratio as evaluation index of China Development Bank Co Main Businesses’ credit risk, this paper will transform the bad loans ratio into comprehensive index with Logit model. Based on the above work, comprehensive index as the dependent variable and macro economic factors will be analyzed with multivariate linear regression.At last, macro pressure test will be carried out by presuming scenario, and the influence of macroeconomic factors fluctuation on the bad loans ratio of China Development Bank Co will be quantitatively analyzed.

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Periodical:

Applied Mechanics and Materials (Volumes 556-562)

Pages:

6470-6474

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.556-562.6470

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Online since:

May 2014

Authors:

Ye Bin Lu*

Keywords:

Credit Risk, Main Business, Pressure Test

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