Study On Commercial Banking Systemic Risk

In the recent years, the bank risks or crisis occured frequently, in order to understand the systemic risks of commercial banks, the paper studies the systemic risks on the reasons of systemic risks of the state-owned commercial banks and non-state-owned commercial banks.This paper is divided into five parts. In the introduction and chapter II, recognize the systemic risks of the commercial banks, understand the nature, characteristics and hazards of commercial banks' systemic risk; In the chapter III, analyse the causes of the state-owned commercial banks and non-state-owned commercial banks systemic risk, point out that the economic cycles, the financial supervisory, the financial liberalization, the settlement of foreign exchange transactions and GDP contraction are the main reasons to the non-state-owned commercial banks have systemic risk,and a single system of property rights, government intervention caused the enlargement of risks and set up networks is not pursuing the interests are the reasons to the state-owned commercial banks have systemic risk that distinguish from the non-state-owned commercial banks. In the chapter IV ,through the DelPhi and AHP method, estimate the index weight of state-owned commercial banks and non-state-owned commercial banks' systemic risk, and then analyse the degree of commercial banks' systemic risk through the key factor measurement, point out:the bank systemic risk is continue to accumulate in China's economic performance, it should be handled carefully;In the chapter V, discuss the prevention of commercial banks' systemic risk, point out the policies and proposals on the prevention of commercial banks' systemic risk from the followings: prevent the financial bubble, perfect financial regulations, dispose the bad assets, establish a deposit insurance system, improve the financial early warning, establish and improve bank risk's self-lifting and so on.