Operating according to such models requires sophisticated and costly data and management systems and an extensive database, which are not within reach of small banks. For comparison, in the US it is thought that only the largest twenty banks need to adopt the most advanced models.
A second potential source of vulnerability are shifts in Chinese economic policies – 1) from a growth model that relies on exports and fixed investments to one which is driven by domestic demand, and 2) to a more market-oriented (and weaker) RMB.