Measuring Systemic Importance Of The Commercial Bank System And Studying Its Affecting Factors

The occurrence of the us subprime crisis has exposed the insufficient regulation of systemically important financial institutions. In order to maintain the stability of the national economy, banking and financial system, we must clearly recognize the systemically important institutions, so as to control systemic risk. Secondly, we also need to study the factors affecting the importance of the banking system, so as to help us take countermeasures as early as possible, to evade and dissolve the unstable factors in the development of our country’s economy and maintain the stable and healthy development of economy in our country. Therefore, this article not only empirically measured systemically important commercial Banks in our country, and made an empirical analysis of the factors affecting the importance of the banking system from micro-prudential aspects, which has a strong practical significance and provides the corresponding regulation to regulatory authorities and banks.On the content framework, the first chapter is an introduction to this paper, mainly including selected topic background and significance of topics, as well as domestic and foreign literature review about importance measure system, and gives the main content of this article and research methods. The second chapter is about the method to measure the importance of the banking system, which is the body of the paper model Co Va R method, in addition, this article also gives a detailed derivation of quantile regression model and Co Va R, for the next chapter of the theoretical basis for empirical analysis. The third chapter is the empirical part of this article, we use delta Co Va R method to measure the importance of our country commercial bank system and got a sort of 12 commercial Banks, and the empirical results are analyzed in detail. The fourth chapter is about systemically important influencing factors of the empirical part, according to the fourth chapter of empirical results, the article further research. The fifth chapter is the summary of the research on above, in addition, this chapter also puts forward the concrete and operational policy advice, at the end of the paper research topics foreground is prospected.Research conclusions, this paper found that system importance of state-owned Banks as the BC, CCB, ICBC and BCM are in ordered by total assets is one of the biggest, it shows that large state-owned joint-stock Banks impact on the entire banking system is one of the biggest, whether the Banks steady operation is the key to the healthy operation of the banking system. Among them, in large state-owned joint-stock bank, the system importance value of CCB is maximum. Although the conclusion is slightly different with that the bank of China is the highest degree in the current domestic systemically important. But considering the model choice, timeliness and so on factors, in this paper, the empirical results are overall satisfied. The joint-stock Banks’ s impact on the entire banking system is second only to large state-owned Banks, the gap is not obvious, because the impact on the entire banking system of joint-stock Banks also accord with the actual situation of the real. City commercial bank is the last of the three groups, representing the city commercial bank’s impact on the entire banking system, as a result of the limitation of region and its scale factor, its impact on the banking system is lower than large state-owned Banks and joint-stock Banks, but it has a very important role in the entire banking system, and also to be reckoned with. On the influence factors, research conclusion found that the core capital adequacy ratio, return on total assets net, non-performing assets ratio, the three factors in the process of importance affect system, has played a vital role.