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Chinese banks are taking a test from economic slowdown. The speed increase has begun to decelerate and the end of the trend hasn’t shown up yet. It even went to the lowest record of the last 25 years in 2015 while the NPL (non-performing loan) ratio has climbed continuously. The profitability of Chinese banks has dropped because of the quality of assets. The balance between scale expansion and the return growth after risk has broken up. This thesis focused on sustainable profitability of Chinese banks in the changing economic environment，structured the relation model between NPL and macro factors. Based on stress testing and empirical analysis，the changing trend of NPL ratio of the whole bank industry was forecasted. After that，8 banks were tested one by one. Each bank was analyzed from the standpoint of capability in shielding against risks and sustainable profitability. The conclusion is as following: the business robustness of Chinese banks is facing challenges. The NPL ratio will climb over 2％which is a warning line of danger and many banks will become loss-making banks if the economy turns the worst of the designed pressure scenarios. The economic slowdown hasn’t bottom out，banks should be ready to avoid the possible extreme system crisis which could be caused by unexpected NPL swelling and inadequate provision.