Research On The Systematic Risk Early Warning And Supervision Of China's Commercial Banks From The Perspective Of Macro Prudential

In 2008,the financial crisis broke out in the United States,and various criticisms of financial institutions were also highlighted.Macro prudential management came into being,which attracted people's attention.From the initial ignorant cognition to the later in-depth research,people found that macro prudential management can cope with the shortcomings of micro prudential management and maintain the safe operation of the financial system.Therefore,many scholars who focus on macro prudential management has carried out theoretical research and empirical research.Especially,foreign scholars do more research on macro prudential management,formed a rich research system,some research results are of great reference value.With the development of domestic economy,especially in the critical period of reform and opening up,how to implant macro prudential management into systematic risk management system needs constant exploration and research.Based on the perspective of macro prudential management,the research on systematic risk monitoring and management of banks has important research significance and value.After comprehensive consideration,the author chooses this research Direction.Based on the combination of theoretical research and practical research,this paper analyzes the concept of macro prudential management from the theoretical level,discusses the path and transmission of systemic risk of banks,summarizes the research results of domestic and foreign scholars on macro prudential management and systemic risk supervision of banks,and finds out the point of agreement between the two to carry out empirical analysis and theoretical analysis.The main reason for the systematic risk of banks is that the economy has been seriously impacted,and the risk transmission mechanism has led to the bank risk.It has the characteristics of infectivity,secrecy and harmfulness.Through the banking business channel,the risk can be spread to other fields.The financial system has the vulnerability,and the financial subject's behavior is seriously homogenized.In this case,the bank risk is generated The transmission speed and degree of unified risk will increase,while the traditional monitoring management method is mainly micro prudential management.With the development of economic system,there are many limitations in this management mode,while macro prudential management highlights comprehensive management and systematic management,which effectively makes up for the shortcomings of micro prudential management.There is a dialectical relationship between them.In this paper,KLR Signal method is used to study the systemic risk of domestic banking institutions,and three dimensions are established,namely,micro prudential index,macro prudential index and market comprehensive index.At the same time,it subdivides ten specific indicators,constructs a systematic risk early-warning model combining with the subdivided indicators,calculates the bank risk index through empirical analysis,and analyzes the bank risk early-warning in depth combining with the quantitative analysis data.In addition,it also introduces the management experience of macro prudential management of systemic risk of foreign financial institutions,and focuses on learning its innovation and reform.On this basis,it puts forward strategies such as optimizing macro prudential policies of banks,strengthening systematic risk supervision of banks,and innovating effective handling mechanism.The systematic risk control and prediction of the bank is a closed-loop management work,and it is also necessary to continuously optimize the risk response plan.In the future,China's financial market still has a long way to explore.To comprehensively improve the risk prevention and control ability of the financial system,combined with the systematic risk policy and the systematic risk response mechanism,to provide more guarantee for the safe operation of the financial system.