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The Research on the Stress Testing on the Foreign Exchange Liquidity of Financial Institutions
Pages: 4-6
Year: Issue:  4
Journal: Xi'an Finance

Keyword:  financial institutionforeign exchange liquiditystress testing;
Abstract: Learning from the experience of stress testing at home and abroad, taking the loan-to-deposit ratio of financial institutions’ foreign exchange as the indicators of stress testing, and taking domestic and overseas interest rate spreads, exchange rate difference and exchange settlement of banks’ as external impact factors, the paper makes the stress testing analysis on the foreign exchange liquidity of some domestic financial institutions, and puts forward policy recommendations such as introducing changes of cross-border capital flow into the macro stress testing, making timely and prudential regulations aiming at cross-border capital flow risk and so on.
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