Gbank Market Risk Based Of Management Countermeasure Research

In the market economy,driven by the rapid development of financial markets,financial regulatory authorities have also strengthened the importance of financial risk management,stress testing as an important risk management tool,but also by some countries into the regulatory scope,but because of expensive The cost of the test to make it less effective.With the 2007 subprime mortgage crisis in Wall Street evolved into a global financial tsunami,countries have slowed down the prospects for economic growth,the global stock index fell significantly,the collapse of large financial institutions are also common.In this century,under the influence of the global financial crisis,the national financial regulatory authorities have re-attached to the use of stress tests,in 2009 the United States and Europe have launched a practice of banking stress testing.In this context,China Banking Regulatory Commission in 2003 in response to the Financial Sector Assessment Program(FSAP)requirements,in 2003 began in China's state-owned banks to implement stress tests,but due to the lack of effective pressure test reference system,pressure The use of the test has not been promoted,in December 2007 China Banking Regulatory Commission issued a "commercial bank pressure test guidelines" requires the establishment of China's commercial banks in accordance with the law,must comply with the relevant provisions of the implementation of stress tests.Therefore,in the context of China's financial regulatory authorities to vigorously promote the use of stress testing,the study of stress testing methods in the use of risk management in China's commercial banks,China's financial industry has an important role in the stability and development.This paper studies the market risk management of ICBC,and takes stress test as the research focus.This paper analyzes the existing problems in the market risk management of ICBC through the literature review,case study and so on,and puts forward the existing problems in the market risk management of ICBC,and analyzes the problems.It is hoped that through this study,we will find the appropriate method to help the ICBC to further control the market risk in order to reduce the ICBC market risk.