Author(s)

Zongrui Xie ¹

Affiliation(s)

¹ International College of Hebei University, Baoding, Hebei, 071000, China

Corresponding Author

Zongrui Xie

ABSTRACT

International trade financing refers to the sum of all kinds of services provided by banks to meet the capital needs of traders around the capital needs and the laws of capital flow, combined with all aspects of international settlement. As an important part of finance, banking has played a great role in promoting economic and social development. Similarly, economic and social development will also promote the progress and development of banking. With the continuous development of the international economic and financial situation, the potential risks of international trade financing are also growing and changing. Studying the application of stress testing in commercial banks can effectively find the shortcomings of stress testing in commercial banks, which has positive theoretical and practical significance for the docking of management concepts and corporate culture and the construction of a comprehensive risk management system. According to the theory of credit portfolio, this paper puts forward a stress test scheme of bank credit risk in international trade based on DEA, so as to strengthen the management and control of credit risk and ensure the long-term healthy and stable development of banks.

KEYWORDS

International trade, Commercial banks, Credit risk, Stress testing

CITE THIS PAPER

Zongrui Xie, Research on Stress Test of Bank Credit Risk in International Trade Based on DEA Model. Financial Engineering and Risk Management (2023) Vol. 6: 79-84. DOI: http://dx.doi.org/10.23977/ferm.2023.060112.

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