CN112907141A

CN112907141A - Pressure testing method, device, equipment and storage medium

Info

Publication number: CN112907141A
Application number: CN202110335800.9A
Authority: CN
Inventors: 夏成扬; 袁进威; 舒杨
Original assignee: China Construction Bank Corp
Current assignee: China Construction Bank Corp
Priority date: 2021-03-29
Filing date: 2021-03-29
Publication date: 2021-06-04

Abstract

The invention discloses a pressure testing method, a pressure testing device, pressure testing equipment and a storage medium. The method comprises the following steps: acquiring a country to be detected, a year to be detected and a target pressure scene; the reduction degree of the country risk score of the country to be detected under the pressure is determined according to the country to be detected, the year to be detected and the target pressure scene, and the technical scheme of the invention can observe the change of the credit rating of each country according to the change of some financial indexes of each country from the country dimension for various unfavorable financial scenes which may appear, thereby quantifying the capacity of one country to deal with financial risks.

Description

Pressure testing method, device, equipment and storage medium

Technical Field

The embodiment of the invention relates to the technical field of computers, in particular to a pressure testing method, a pressure testing device, pressure testing equipment and a storage medium.

Background

After the financial crisis in 2008, the effect of pressure testing is rapidly increased, a monitoring department puts forward a lot of new severe requirements on bank pressure testing, and from the coverage of pressure testing, the original credit risk mainly concerned with domestic branches is expanded to the group level including domestic branches, direct-operated centers, overseas institutions and subsidiaries, and various risks such as credit, market, operation, concentration, country and escort are related, and the pressure-bearing index is also expanded to expected loss, profit, capital abundance and the like from the original asset quality. In order to meet the supervision requirements as soon as possible, effectively support management decisions, better provide services for branches at different levels in and out of the country, a pressure test system platform needs to be developed and constructed urgently, corresponding pressure test data and models are deployed, pressure test scenes are designed and released flexibly and efficiently, implementation and management and control of group level full-flow pressure tests are supported, and pressure test reports and results are shared in time.

National ownership credit rating (Sovereign rating) refers to a rating agency rating political, economic and credit levels of an authority (usually an ownership country) according to a certain program and method, and a certain symbol is used for representing the rating result.

Disclosure of Invention

Embodiments of the present invention provide a pressure testing method, apparatus, device, and storage medium to realize that changes in credit rating of each country are observed according to some financial index changes of each country from country dimensions for various unfavorable financial scenarios that may occur, and to quantify the ability of one country to cope with financial risks.

In a first aspect, an embodiment of the present invention provides a pressure testing method, including:

acquiring a country to be detected, a year to be detected and a target pressure scene;

and determining the reduction degree of the country risk score of the country to be detected under the pressure according to the country to be detected, the year to be detected and the target pressure scene.

In a second aspect, an embodiment of the present invention further provides a pressure testing apparatus, where the apparatus includes:

the acquisition module is used for acquiring the situation of the country to be detected, the year to be detected and the target pressure;

and the determining module is used for determining the reduction degree of the national risk score of the country to be detected under the pressure according to the country to be detected, the year to be detected and the target pressure scene.

In a third aspect, an embodiment of the present invention further provides a computer device, including a memory, a processor, and a computer program stored on the memory and executable on the processor, where the processor executes the computer program to implement the stress testing method according to any one of the embodiments of the present invention.

In a fourth aspect, the embodiments of the present invention further provide a computer-readable storage medium, on which a computer program is stored, and the computer program, when executed by a processor, implements the pressure testing method according to any one of the embodiments of the present invention.

The embodiment of the invention obtains the situation of the country to be measured, the year to be measured and the target pressure; and determining the reduction degree of the country risk score of the country to be detected under the pressure according to the country to be detected, the year to be detected and the target pressure scene so as to realize the purpose of observing the change of the credit rating of each country according to the change of some financial indexes of each country from the country dimension for various unfavorable financial scenes which may appear, thereby quantifying the capacity of one country for coping with financial risks.

Drawings

In order to more clearly illustrate the technical solutions of the embodiments of the present invention, the drawings needed to be used in the embodiments will be briefly described below, it should be understood that the following drawings only illustrate some embodiments of the present invention and therefore should not be considered as limiting the scope, and for those skilled in the art, other related drawings can be obtained according to the drawings without inventive efforts.

FIG. 1 is a flow chart of a pressure testing method according to a first embodiment of the present invention;

FIG. 1a is a frame and flow chart of a pressure testing method according to a first embodiment of the present invention;

fig. 2 is a schematic structural diagram of a pressure testing apparatus according to a second embodiment of the present invention;

fig. 3 is a schematic structural diagram of a computer device in a third embodiment of the present invention.

Detailed Description

The present invention will be described in further detail with reference to the accompanying drawings and examples. It is to be understood that the specific embodiments described herein are merely illustrative of the invention and are not limiting of the invention. It should be further noted that, for the convenience of description, only some of the structures related to the present invention are shown in the drawings, not all of the structures.

It should be noted that: like reference numbers and letters refer to like items in the following figures, and thus, once an item is defined in one figure, it need not be further defined and explained in subsequent figures. Meanwhile, in the description of the present invention, the terms "first", "second", and the like are used only for distinguishing the description, and are not to be construed as indicating or implying relative importance.

Example one

Fig. 1 is a flowchart of a pressure testing method provided in an embodiment of the present invention, where the present embodiment is applicable to a pressure testing situation, the method may be executed by a pressure testing apparatus in an embodiment of the present invention, and the apparatus may be implemented in a software and/or hardware manner, as shown in fig. 1, the method specifically includes the following steps:

and S110, acquiring the situation of the country to be detected, the year to be detected and the target pressure.

The country to be detected may be any country, which is not limited in the embodiment of the present invention.

The acquisition mode of the year to be measured can be the year input by the user.

The target pressure scenario may be a pressure scenario input by a user, or may also be a pressure scenario selected by the user, which is not limited in this embodiment of the present invention.

And S120, determining the reduction degree of the national risk score of the country to be detected under the pressure according to the country to be detected, the year to be detected and the target pressure scene.

Optionally, determining a reduction degree of the country risk score of the country to be detected under the pressure according to the country to be detected, the year to be detected, and the target pressure scenario includes:

determining a first proxy variable according to the country to be tested and the year to be tested;

scoring the first proxy variable based on a pressure conduction model to obtain a first score;

determining an increment value according to the target pressure scene;

determining a second proxy variable according to the increment value and the first proxy variable;

scoring the second proxy variable based on the pressure conduction model to obtain a second score;

and determining the reduction degree of the national risk score of the country to be detected under pressure according to a first difference value, wherein the first difference value is the difference value between the second score and the first score.

Optionally, the method further includes:

scoring the first proxy variable based on an original rating model to obtain a third score;

determining a sum of the first difference and the third score as a score for the target pressure scenario.

Optionally, the method further includes:

acquiring a scoring rule corresponding to each country;

and determining the rating under the target pressure situation according to the rating rule and the rating under the target pressure situation.

Optionally, before determining the first proxy variable according to the country to be measured and the year to be measured, the method further includes:

acquiring an original rating model;

determining a target input factor according to the original rating model, and acquiring the weight of the target input factor;

creating a pressure conduction model according to the target input factors and the weights of the target input factors.

Optionally, determining the first proxy variable according to the country to be tested and the year to be tested includes:

acquiring a proxy variable of each target input factor;

and acquiring a first proxy variable corresponding to the country to be tested and the year to be tested according to the proxy variable of each target input factor.

Optionally, determining an incremental value according to the target pressure scenario includes:

acquiring a corresponding relation table of at least one pressure scene and an increment value;

and inquiring the corresponding relation table according to the target pressure situation to obtain an increment value corresponding to the target pressure situation.

Optionally, the obtaining of the correspondence table between at least one pressure scenario and the increment value includes:

acquiring the type of each target input factor;

if the target input factor is a quantitative factor, grouping according to the national income level to obtain a high income group, a medium income group and a low income group;

acquiring historical data of each target input factor of each group of countries;

sorting the historical data;

acquiring pressure amplitude according to the pressure scene;

and selecting target data from the sorted historical data according to the pressure amplitude, and determining the target data as an increment value.

Optionally, the method further includes:

if the target input factor is a qualitative factor, acquiring historical data of each country according to the proxy variable of the target input factor;

obtaining index value ranges corresponding to different qualitative factors;

and determining an increment value according to the index value range and the historical data of each country.

Optionally, determining the target input factor according to the raw rating model includes:

obtaining a dimension parameter corresponding to the original rating model, wherein the dimension parameter comprises: political risk dimensions, economic dimensions, financial elasticity dimensions, leverage dimensions, currency elasticity dimensions, external elasticity dimensions, and default history dimensions;

obtaining a first risk factor, wherein the first risk factor comprises: economic competitiveness in economic dimensions, economic balance and diversification in economic dimensions, flexibility of government income and expenditure bases in financial elasticity dimensions, currency policies in currency elasticity dimensions, and default indicators in default history dimensions;

determining a target input factor according to the dimension parameter and the first risk factor, wherein the target input factor comprises: political risk dimension, per capita GDP under economic dimension, total GDP under economic dimension, ratio of government balance and GDP under financial elastic dimension, percentage of government interest payment under leverage dimension to general government income, maximum estimation value of problem asset proportion under leverage dimension, annual change of consumer price index under currency elastic dimension, and liquidity index under external elastic dimension.

Optionally, obtaining the weight of the target input factor includes:

acquiring the weight of a first risk factor in an original rating model;

assigning a weight of the first risk factor to the target input factor.

The country risk pressure testing method provided by the embodiment of the invention comprises three parts: establishing a pressure conduction model, establishing a pressure situation and executing a pressure test, wherein the first two parts can be regarded as preparation work for executing the pressure test. The characteristics of each part, the summary of the work content and the detailed work flow are shown in fig. 1 a.

Establishing a pressure conduction model:

considering that some input factors in the national risk rating model are not easy to change obviously in a short time, or are difficult to be represented by proxy variables, and are difficult to establish a scene based on historical data, the original rating model is firstly adjusted before the stress test is carried out, so that a conduction model suitable for the stress test is obtained. The adjusting steps are as follows:

factor selection: in 7 dimensions of original political risk, economy, financial elasticity, leverage, currency elasticity, external elasticity, default history and the like of the national risk rating model, the standard experts consider that the following risk factors are difficult to change in a short time or replace by proxy variables:

economic dimension-economic competitiveness;

economic dimension-economic balance and diversification;

financial elasticity dimension-flexibility of government income and expense basis;

currency elasticity dimension — currency policy;

default history dimension-default index.

The 5 risk factors are determined as first risk factors, the 5 first risk factors are removed when constructing the bottom-up national risk pressure conduction model, and their weights are assigned to the remaining other risk factors to improve the sensitivity of the model. The resulting stress transmission model is more focused on medium and short term risks than the original country risk rating model and is more suitable for using historical data-based stress scenarios.

Adjusting the weight: the weight adjustment needs to take the meaning and the correlation of the factors into consideration, and meanwhile, the weight adjustment does not generate large deviation from the original rating as much as possible. The specific distribution method comprises the following three steps:

(a) first, since the default history dimension is removed as a whole, the 6% weight of the dimension is proportionally assigned to the other dimensions, ensuring that the weight proportion of the remaining dimensions is unchanged, e.g., the political risk dimension is adjusted to 24% by 100%/(1-6%) -25.5%, and the sum of the weights of all dimensions is still 100% after adjustment.

(b) Secondly, for the other 4 risk factors that are removed, the factor weights of the other 4 risk factors need to be allocated to the remaining other factors within the risk dimensions to which they belong according to specific situations, which are specifically as follows:

in the economic dimension, the weights of the two factors of economic competitiveness and economic balance and diversification (16% and 8%, respectively) are proportionally assigned to the remaining 3 risk factors, ensuring that the weight proportion of the remaining 3 factors is unchanged, e.g. the weight of the human-averaged GDP should be adjusted to 40% by 100%/(1-16% -8%) to 52.6%.

In the financial elasticity dimension, since the general government income/payment balance/GDP (%) (5-year average) can be used as a way for embodying the flexibility of the factor government income and payment basis in the medium and short term, the factor weight of the flexibility of the government income and payment basis is totally allocated to the general government income/payment balance (%) (5-year average), and the adjusted general government income/payment balance/GDP (%) (5-year average) factor weight is 28.57% + 28.57% ~ 57.1%.

In the currency elasticity dimension, the weight of the currency policy is incorporated into the annual change (%) factor of the Consumer Price Index (CPI), and the adjusted annual change (%) factor weight of the Consumer Price Index (CPI) is 100%.

(c) Thirdly, the final weight of each risk factor is calculated as the affiliated dimension weight. The whole calculation process is shown in table 1:

TABLE 1

Enacting pressure scenarios

Data source overview: external data used in this stress testing scheme include World bank Global government Indicators database (World wide university Indicators) and World Development Indicators and Global Development Finance database (World Development Indicators and Global Development financial field), and World Economic Outlook database (World Economic Outlook) of the international monetary fund organization. The data base for these public data sources is shown in table 2.

TABLE 2

Selecting an agent variable: in combination with the available metrics of the data sources, the proxy variables for each input factor in the pressure conduction model are given by the general expert. In addition, since the present stress test methodology applies stress through the annual change of the index, it is necessary to determine the annual incremental calculation manner of each proxy variable before performing the calculation. Table 3 lists the correspondence of all proxy variables, the preprocessing that needs to be performed on the raw data, and the way each variable calculates the annual increment, as shown in table 3:

TABLE 3

Note 1: assuming that n represents year, the absolute increment is calculated as X (n +1) -X (n), and the relative increment is calculated as [ X (n +1) -X (n) ]/X (n).

The preprocessing of the proxy variable includes the following three:

political risk-an average needs to be calculated for scores of 6 indices.

Sustainability and prospect of growth-the surrogate variable for this factor is the 3-year average of GDP, constant print.

General government balance/GDP (%) (5 year average) — the proxy variable for this factor is the 5 year average of General winning net length/ringing (percent of GDP), requiring the last 5 year average to be calculated for the original variable.

Factors to be considered when setting the calculation mode of the annual increment include the meaning and value range of the proxy variable, the increment mode of the index scoring standard in the rating model, and the like. The following are specifically considered:

absolute delta-for variables (including WGI score and some ratio-like variables) that take values within a certain range around 0 (including positive and negative values), the relative delta cannot be calculated when negative values occur; the values of the ratio-like variables (whether negative values can be obtained or not) are usually within a certain small range, and are more suitable for calculating absolute increments from the aspects of meanings and practical application.

Relative increment-GDP-related variables (i.e. human-average GDP and proxy variables of total GDP) have a wide range of values and are always positive numbers, and the method is more suitable for calculating the relative increment from the aspects of meaning (capital accumulation mode) and practical application; from the financial benchmark of the rating model, the consistency of pressure transmission can be guaranteed by using relative increment for the variable whose value increases exponentially with the score (taking the average human GDP as an example, if the absolute increment of the variable obtains a scenario of 'the average human GDP is reduced by 200 dollars', the scenario is obviously higher in the low average human GDP country than in the high average human GDP country, which leads to that a unified scenario cannot be formulated), and although the benchmark of the CPI variation rate also increases exponentially, the variable belongs to the ratio class variable which can take a negative value, and the absolute increment is more suitable.

Establishing a temporary reference of qualitative factors:

in the scenario provided by the present stress testing method, the annual increment of the qualitative factor is represented by a change in the score. To achieve this goal, we need to use historical data to measure the change in qualitative factor under pressure. It was previously necessary to establish a temporary benchmark for stress testing by proxy variables to quantify the scoring of qualitative factors (increased sustainability and prospects, ability to finance for deficit, liquidity indicators).

Setting an original factor as Y, wherein the scoring range is 1-m (consistent with a rating manual, the grade 1 is the best grade, the grade m is the worst grade, and m is 19 in practical application), the proxy variable of Y is X, and the process of establishing a temporary scoring reference is divided into the following steps:

the variable values of X in all the years of all the countries are sorted according to the size sequence (the specific sequence is from good to bad, the actual meaning of the variables needs to be referred, and the sequence is consistent with the sequence of 1-m levels of the qualitative factor Y).

The sequence of the X variable is divided into m sections, and each section contains the same number of samples.

And (3) taking m-1 segmentation points obtained by the division in the step 2 as a grading standard of Y, wherein the m segments sequentially correspond to m grades of scores of Y.

The temporary references established for the three qualitative factors according to the above steps are shown in tables 4 and 5, and the minimum value of the lower bound is an approximation of the historical minimum value, wherein the liquidity indicator has two temporary references since two proxy variables were selected. In addition, the benchmarks are established using a global sample, i.e., the temporal scoring benchmarks used for each country grouping are the same, as shown in table 4:

TABLE 4

As shown in table 5:

TABLE 5

Arranging the national grouping:

in order to obtain a more targeted simple hypothesis scenario, we consider the analysis work of historical data on the basis of grouping countries. We group according to the national income levels of world banks, i.e. including four categories of high income (man-average annual income no less than $ 12196), medium-high income (man-average annual income no less than $ 3946, less than $ 12196), medium-low income (man-average annual income no less than $ 996, less than $ 3946), low income (man-average annual income less than $ 996), and the like, the group labels can be found in WDI datasets. Since the income level of a country is highly related to the economic development stage and the developed degree which are closely related to the characteristics of macroscopic economic indicators, the grouping formula can indirectly consider the correlation among variables.

Because of the differences in country scope and expression from different data sources, a manual processing of the country list is first required before considering country grouping and data processing. The principle of processing is to take the intersection of the national lists of the three data sources, and adjust the state name of the WDI data set based on the condition that the expression modes are inconsistent. Table 6 lists some of the differences commonly seen in the presentation, as shown in table 6:

TABLE 6

The final countries and country groupings are shown in table 7, where 46 high income countries, 50 high income countries, 53 low income countries, 33 low income countries, 182 total, as shown in table 6:

TABLE 7

Determining the degree of pressure:

the index deterioration occurrence probabilities corresponding to the extreme, severe and mild degrees in the simple assumption scenario are set to 5%, 10% and 20%, respectively. The indicator deterioration occurrence probability means a probability that deterioration occurs for each factor in a scenario, not a probability that a scenario occurs, for example, an indicator deterioration occurrence probability corresponding to an extreme pressure scenario is 5%, which means that deterioration with an occurrence probability of 5% occurs for each risk factor in the scenario.

The index deterioration occurrence probability is set with reference to the fluctuation history of the standard external rating. Since historical stress events are generally reflected in the change of the external rating, the severity of the crisis can be approximately measured by the downward adjustment range of the standard general external rating in the year, and the occurrence probability of the crisis can be further estimated by the downward adjustment range.

Based on the determined degree of pressure, incremental calculations are performed as follows:

(1) for the qualitative index, the calculation logic has been given in the previous section, and the obtained result is directly used as the final increment of the qualitative index.

(2) For each quantitative index. The method comprises the steps of firstly, carrying out individual summarization according to income grouping dimensions, taking high-income countries as an example, summarizing all quantitative index historical increments of the high-income countries and sorting the quantitative index historical increments from low to high, and for each scene pressure amplitude value, taking an increment value corresponding to a corresponding percentage from front to back as an increment of the quantitative index under the income grouping according to a sorting result. For example, if the scene value is 5 percent and the historical values total 200, the 10 th sorted data is taken as the index increment value.

The complete annual incremental table of risk factors is shown in table 8, which contains the deterioration degree of all risk factors in the pressure conduction model under three simple assumption scenarios, wherein the bold is qualitative factor, as shown in table 8:

TABLE 8

And (3) performing a pressure test:

after obtaining the stress transmission model and stress scenario, we can perform the calculation of the national risk stress test by the following steps. The calculation process is the same for each country and for each scenario, as shown in fig. 1 a.

(1) The country and pressure scenario to be tested are determined.

(2) The input factors for the baseline year (including the raw values of the quantitative factors, and the ratings of the qualitative factors by the raters) are scored using a pressure conduction model, resulting in a score S1.

(3) And selecting the annual incremental value of each risk factor under a specific situation according to the country to be tested, applying corresponding pressure to the input factor of the reference year, and then obtaining the score under the pressure by using a pressure conduction model S2.

(4) And (5) solving the S2-S1, namely the reduction degree of the national risk score of the country to be detected under the pressure.

(5) And (4) scoring the input factors of the reference year by using an original rating model to obtain a score S0.

(6) The degree of decline was applied to the benchmark score, resulting in a score under stress situation of S3 ═ S0+ (S2-S1).

(7) And obtaining the rating under the pressure scene through scale mapping.

(8) The above process is repeated for other stress scenarios and other countries.

By adopting the pressure testing method provided by the embodiment of the invention, the continuously changing business requirements can be adapted, the quality change condition and the rating trend of each risk factor of each country under adverse scenes can be accurately predicted, and the method has the following advantages:

1. the national risk factors are quantized, so that the change conditions of various risk factors can be observed through macroscopic historical data, and the national credit change can be predicted.

2. The accuracy of the data. The intersection of the data from multiple sources is processed, so that the accuracy of the original data can be ensured, and the model phenotype is more stable.

3. Accuracy of the pressure conduction model. The adjusted weights of the different risk factors are processed according to the characteristics of the different risk factors, and compared with the method that the changed weights are directly distributed to other risk factors according to the weights, the method is more suitable for the characteristics of practical application situations and can better ensure the accuracy of the modeling result.

4. High-quality and efficient scene increment processing. The risk factor agent index is processed in a form similar to a national score card, and the average change amplitude of the risk factor agent index is taken as a pressure increment, so that the high efficiency of the whole process is ensured, and the increment result has high accuracy.

The embodiment of the invention is realized by adopting a pressure conduction model, and a bottom-up model is established, so that the change of the national rating under pressure is obtained according to the change of the model input factor under pressure, and the change of the self risk condition of the country under pressure is reflected. This approach also meets the national risk feature that from a national perspective, it is not appropriate to combine all countries into one set to establish a top-down stress test.

According to the technical scheme of the embodiment, the situation of the country to be detected, the year to be detected and the target pressure is obtained; and determining the reduction degree of the country risk score of the country to be detected under the pressure according to the country to be detected, the year to be detected and the target pressure scene so as to realize the purpose of observing the change of the credit rating of each country according to the change of some financial indexes of each country from the country dimension for various unfavorable financial scenes which may appear, thereby quantifying the capacity of one country for coping with financial risks.

Example two

Fig. 2 is a schematic structural diagram of a pressure testing apparatus according to a second embodiment of the present invention. The embodiment may be applicable to a pressure test, the apparatus may be implemented in a software and/or hardware manner, and the apparatus may be integrated in any device providing a pressure test function, as shown in fig. 2, where the pressure test apparatus specifically includes: an acquisition module 210 and a determination module 220.

The obtaining module 210 is configured to obtain a country to be measured, a year to be measured, and a target pressure scenario;

the determining module 220 is configured to determine a reduction degree of the country risk score of the country to be detected under the pressure according to the country to be detected, the year to be detected, and the target pressure scenario.

Optionally, the determining module is specifically configured to:

determining an increment value according to the target pressure scene;

The product can execute the method provided by any embodiment of the invention, and has corresponding functional modules and beneficial effects of the execution method.

EXAMPLE III

Fig. 3 is a schematic structural diagram of a computer device in a third embodiment of the present invention. FIG. 3 illustrates a block diagram of an exemplary computer device 12 suitable for use in implementing embodiments of the present invention. The computer device 12 shown in FIG. 3 is only an example and should not impose any limitation on the scope of use or functionality of embodiments of the present invention.

As shown in FIG. 3, computer device 12 is in the form of a general purpose computing device. The components of computer device 12 may include, but are not limited to: one or more processors or processing units 16, a system memory 28, and a bus 18 that couples various system components including the system memory 28 and the processing unit 16.

Bus 18 represents one or more of any of several types of bus structures, including a memory bus or memory controller, a peripheral bus, an accelerated graphics port, and a processor or local bus using any of a variety of bus architectures. By way of example, such architectures include, but are not limited to, an Industry Standard Architecture (ISA) bus, a Micro Channel Architecture (MCA) bus, an enhanced ISA bus, a Video Electronics Standards Association (VESA) local bus, and a Peripheral Component Interconnect (PCI) bus.

Computer device 12 typically includes a variety of computer system readable media. Such media may be any available media that is accessible by computer device 12 and includes both volatile and nonvolatile media, removable and non-removable media.

The system Memory 28 may include computer system readable media in the form of volatile Memory, such as Random Access Memory (RAM) 30 and/or cache Memory 32. Computer device 12 may further include other removable/non-removable, volatile/nonvolatile computer system storage media. By way of example only, storage system 34 may be used to read from and write to non-removable, nonvolatile magnetic media (not shown in FIG. 3, and commonly referred to as a "hard drive"). Although not shown in FIG. 3, a magnetic disk drive for reading from and writing to a removable, nonvolatile magnetic disk (e.g., a "floppy disk") and an optical disk drive for reading from or writing to a removable, nonvolatile optical disk (a Compact disk-Read Only Memory (CD-ROM)), Digital Video disk (DVD-ROM), or other optical media may be provided. In these cases, each drive may be connected to bus 18 by one or more data media interfaces. System memory 28 may include at least one program product having a set (e.g., at least one) of program modules that are configured to carry out the functions of embodiments of the invention.

A program/utility 40 having a set (at least one) of program modules 42 may be stored, for example, in system memory 28, such program modules 42 including, but not limited to, an operating system, one or more application programs, other program modules, and program data, each of which examples or some combination thereof may comprise an implementation of a network environment. Program modules 42 generally carry out the functions and/or methodologies of the described embodiments of the invention.

Computer device 12 may also communicate with one or more external devices 14 (e.g., keyboard, pointing device, display 24, etc.), with one or more devices that enable a user to interact with computer device 12, and/or with any devices (e.g., network card, modem, etc.) that enable computer device 12 to communicate with one or more other computing devices. Such communication may be through an input/output (I/O) interface 22. In the computer device 12 of the present embodiment, the display 24 is not provided as a separate body but is embedded in the mirror surface, and when the display surface of the display 24 is not displayed, the display surface of the display 24 and the mirror surface are visually integrated. Moreover, computer device 12 may also communicate with one or more networks (e.g., a Local Area Network (LAN), Wide Area Network (WAN)) and/or a public Network (e.g., the Internet) via Network adapter 20. As shown, network adapter 20 communicates with the other modules of computer device 12 via bus 18. It should be understood that although not shown in the figures, other hardware and/or software modules may be used in conjunction with computer device 12, including but not limited to: microcode, device drivers, Redundant processing units, external disk drive Arrays, disk array (RAID) systems, tape drives, and data backup storage systems, to name a few.

The processing unit 16 executes various functional applications and data processing by running programs stored in the system memory 28, for example, implementing the stress test method provided by the embodiment of the present invention:

Example four

A fourth embodiment of the present invention provides a computer-readable storage medium, on which a computer program is stored, where the computer program, when executed by a processor, implements the pressure testing method provided in all the embodiments of the present invention:

Any combination of one or more computer-readable media may be employed. The computer readable medium may be a computer readable signal medium or a computer readable storage medium or any combination of the two. A computer readable storage medium may be, for example, but not limited to, an electronic, magnetic, optical, electromagnetic, infrared, or semiconductor system, apparatus, or device, or any combination of the foregoing. More specific examples (a non-exhaustive list) of the computer readable storage medium would include the following: an electrical connection having one or more wires, a portable computer diskette, a hard disk, a Random Access Memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), an optical fiber, a portable compact disc read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the foregoing. In the context of this document, a computer readable storage medium may be any tangible medium that can contain, or store a program for use by or in connection with an instruction execution system, apparatus, or device.

A computer readable signal medium may include a propagated data signal with computer readable program code embodied therein, for example, in baseband or as part of a carrier wave. Such a propagated data signal may take many forms, including, but not limited to, electro-magnetic, optical, or any suitable combination thereof. A computer readable signal medium may also be any computer readable medium that is not a computer readable storage medium and that can communicate, propagate, or transport a program for use by or in connection with an instruction execution system, apparatus, or device.

Program code embodied on a computer readable medium may be transmitted using any appropriate medium, including but not limited to wireless, wireline, optical fiber cable, RF, etc., or any suitable combination of the foregoing.

In some embodiments, the clients, servers may communicate using any currently known or future developed network Protocol, such as HTTP (Hyper Text Transfer Protocol), and may interconnect with any form or medium of digital data communication (e.g., a communications network). Examples of communication networks include a local area network ("LAN"), a wide area network ("WAN"), the Internet (e.g., the Internet), and peer-to-peer networks (e.g., ad hoc peer-to-peer networks), as well as any currently known or future developed network.

The computer readable medium may be embodied in the electronic device; or may exist separately without being assembled into the electronic device.

Computer program code for carrying out operations for aspects of the present invention may be written in any combination of one or more programming languages, including an object oriented programming language such as Java, Smalltalk, C + +, or the like, as well as conventional procedural programming languages, such as the "C" programming language or similar programming languages. The program code may execute entirely on the user's computer, partly on the user's computer, as a stand-alone software package, partly on the user's computer and partly on a remote computer or entirely on the remote computer or server. In the case of a remote computer, the remote computer may be connected to the user's computer through any type of network, including a Local Area Network (LAN) or a Wide Area Network (WAN), or the connection may be made to an external computer (for example, through the Internet using an Internet service provider).

The flowchart and block diagrams in the figures illustrate the architecture, functionality, and operation of possible implementations of systems, methods and computer program products according to various embodiments of the present disclosure. In this regard, each block in the flowchart or block diagrams may represent a module, segment, or portion of code, which comprises one or more executable instructions for implementing the specified logical function(s). It should also be noted that, in some alternative implementations, the functions noted in the block may occur out of the order noted in the figures. For example, two blocks shown in succession may, in fact, be executed substantially concurrently, or the blocks may sometimes be executed in the reverse order, depending upon the functionality involved. It will also be noted that each block of the block diagrams and/or flowchart illustration, and combinations of blocks in the block diagrams and/or flowchart illustration, can be implemented by special purpose hardware-based systems which perform the specified functions or acts, or combinations of special purpose hardware and computer instructions.

The units described in the embodiments of the present disclosure may be implemented by software or hardware. Where the name of an element does not in some cases constitute a limitation on the element itself.

The functions described herein above may be performed, at least in part, by one or more hardware logic components. For example, without limitation, exemplary types of hardware logic components that may be used include: field Programmable Gate Arrays (FPGAs), Application Specific Integrated Circuits (ASICs), Application Specific Standard Products (ASSPs), systems on a chip (SOCs), Complex Programmable Logic Devices (CPLDs), and the like.

In the context of this disclosure, a machine-readable medium may be a tangible medium that can contain, or store a program for use by or in connection with an instruction execution system, apparatus, or device. The machine-readable medium may be a machine-readable signal medium or a machine-readable storage medium. A machine-readable medium may include, but is not limited to, an electronic, magnetic, optical, electromagnetic, infrared, or semiconductor system, apparatus, or device, or any suitable combination of the foregoing. More specific examples of a machine-readable storage medium would include an electrical connection based on one or more wires, a portable computer diskette, a hard disk, a Random Access Memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), an optical fiber, a portable compact disc read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the foregoing.

It is to be noted that the foregoing is only illustrative of the preferred embodiments of the present invention and the technical principles employed. It will be understood by those skilled in the art that the present invention is not limited to the particular embodiments described herein, but is capable of various obvious changes, rearrangements and substitutions as will now become apparent to those skilled in the art without departing from the scope of the invention. Therefore, although the present invention has been described in greater detail by the above embodiments, the present invention is not limited to the above embodiments, and may include other equivalent embodiments without departing from the spirit of the present invention, and the scope of the present invention is determined by the scope of the appended claims.

Claims

1. A pressure testing method, comprising:

2. The method of claim 1, wherein determining the degree of decrease under stress of the country risk score of the country under test according to the country under test, the year under test and a target stress scenario comprises:

determining an increment value according to the target pressure scene;

3. The method of claim 2, further comprising:

4. The method of claim 3, further comprising:

acquiring a scoring rule corresponding to each country;

5. The method of claim 2, further comprising, prior to determining the first proxy variable based on the country under test and year under test:

acquiring an original rating model;

6. The method of claim 5, wherein determining a first proxy variable based on the country and year of interest comprises:

acquiring a proxy variable of each target input factor;

7. The method of claim 5, wherein determining an incremental value from the target pressure scenario comprises:

8. The method of claim 7, wherein obtaining a table of correspondence of at least one pressure scenario to an increment value comprises:

acquiring the type of each target input factor;

sorting the historical data;

acquiring pressure amplitude according to the pressure scene;

9. The method of claim 8, further comprising:

obtaining index value ranges corresponding to different qualitative factors;

10. The method of claim 5, wherein determining a target input factor according to the raw rating model comprises:

11. The method of claim 10, wherein obtaining the weight of the target input factor comprises:

acquiring the weight of a first risk factor in an original rating model;

assigning a weight of the first risk factor to the target input factor.

12. A pressure testing device, comprising:

13. The apparatus of claim 12, wherein the determining module is specifically configured to:

determining an increment value according to the target pressure scene;

14. A computer device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, characterized in that the processor implements the method according to any of claims 1-11 when executing the program.

15. A computer-readable storage medium, on which a computer program is stored which, when being executed by a processor, carries out the method according to any one of claims 1-11.