A Study On Systematic Risk Of Listed Banks

American subprime mortgage crisis, starting at2006and sweeping across major financial markets, gave the people who used to pay attention to the bank earnings a wake-up call. Banks have gone bankrupt one by on. Domino effect makes people pay more attention to the bank systemic risk. The reasons and influence of systemic risk are expected to be deeper and further research in home and abroad.Banking systemic risk is bound to play an important role to the health of the whole financial system’s operation, especially the financial markets in developing countries. In fact the bank systemic risk always exists, from the initial stage of banking developing. It just the subprime crisis that makes the risk exposed and become the focus of attention. This crisis is warming us that in the outbreak of crisis, we should use various means or economic indicators to predict the risk. By using the international management control experience for reference, combining with our bank’s situations, we make a further research of our bank systemic risk.This paper first introduces the concept and the theoretical origin of bank systemic risk, taking a overview of two representative financial markets briefly. And then, take1963’s sharp market model to analyze the relationship of stock market bank rate of return and the market rate of return before and after the outbreak of the band subprime mortgage crisis. At last the paper analyzes the reasons and the relative policy recommendations.