The Study of Credit Risk Stress Testing on Micro-credit Companies

DOI

10.2991/aetr-17.2018.40How to use a DOI?

Keywords

Small Loan; Credit Risk; Stress Testing

Abstract

With the deterioration of the external economic environment in recent years, the problem of credit risk in China's economy has gradually been exposed. We carries out credit risk stress testing on small loan companies in Zhejiang province with macro stress testing framework of financial system. The results show that the fluctuations of nominal GDP growth rate significantly affect loan delinquencies of small loan companies, and it is necessary to make an eye on macro-economy fluctuation when we are monitoring the risk of small loan companies.

Copyright

© 2018, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Meijuan He
PY  - 2018/03
DA  - 2018/03
TI  - The Study of Credit Risk Stress Testing on Micro-credit Companies
BT  - Proceedings of the 2017 International Conference Advanced Engineering and Technology Research (AETR 2017)
PB  - Atlantis Press
SP  - 210
EP  - 216
SN  - 2352-5401
UR  - https://doi.org/10.2991/aetr-17.2018.40
DO  - 10.2991/aetr-17.2018.40
ID  - He2018/03
ER  -