To obtain an understanding of the risk bearing capability and effect on capital adequacy of domestic banks when changes in the global economic situation and financial environment occur, the FSC required 37 banks to carry out an overall position stress test. The scenarios set this time included macroeconomic scenario (declining domestic and international economic growth rate, increased domestic unemployment, and falling house prices), shrinkage of the gap between deposit and loan interest rates, and increased market risk.

The results of the overall stress test of 37 domestic banks showed that in a mild scenario, average common stock equity ratio, Tier 1 capital ratio, capital adequacy ratio, and leverage ratio were 9.55%, 9.83%, 11.68%, and 5.63% respectively; in a relatively serious scenario, they were 8.50%, 8.78%, 10.58%, and 5.03%, all higher than the minimum capital requirement for 2016 (5.125％, 6.625%, 8.625%, and 3%), showing that the aforementioned scenarios were within the scope that banks can cope with. Furthermore, the FSC has required banks to increase allowance for bad debts and capital adequacy in recent years so that domestic banks now possess a certain level of risk bearing capability.