| With the rapid expansion of financial globalization, the innovation of financial services and the promotion of financial derivatives bring the huge influence to the development of the financial industry. But at the same time, the great development opportunities also bear the risk. The international financial crisis, sovereign debt crisis, economic crisis have brought no small challenges to financial institutions like the commercial banks with special operational risks. China is currently in the crucial stage of the reform of the financial system, with the gradual liberalization of China’s financial industry, the competition among the domestic commercial banks will be more intense. China’s commercial banks, however, whether the risk management techniques, methods, ideas and the experience accumulation in operation, there is a gap. In2007, China began to comprehensively promote stress test in the commercial bank. Stress tests use the methods of quantitative analysis, by measuring the pressure scenarios, commercial banks experience losses that may occur in the extreme case of the assumed small probability event, to evaluate the management system of the Commercial Bank, and then take targeted measures to prevent and control risk.China’s commercial banks generally take the individual housing loan business as their long-term profit growth point, coupled with the blowout of the real estate market in our country in recent years, making the commercial banks give priority to the development of individual housing loan business. However, after the introduction of the country’s stringently macro-control policy aiming to crack down on speculation and curb housing prices, the development of the real estate market has been in a shadow, and the individual housing loan business has been involved into the period of high risk. This paper analyzes several major risks encountered in the practical work of the ZH Bank Henan Branch. By taking the method of risk stress testing of ZH Bank Henan Branch to analyses the currency market risk and credit risk, and combining with the practical work experience to throw out problems of liquidity risk, and make relevant recommendations and countermeasures. ZH Bank Henan Branch of individual housing loans market is now in the business transition, the future development of the limited space in the national macro-control policy. Although many bring a variety of uncertainties that are encountered in the transformation of business development, ZH Bank Henan Branch should be fully based on the Henan real estate market, control their own operational risks, efforts to maintain individual housing loans sustained, robust, standardized business strategy. The Empirical Study of the risks associated with a view to promoting the application of stress testing in ZH Bank Henan Branch risk management decisions. |
