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次贷危机爆发引起了人们对银行风险监管的广泛关注,特别是系统重要性银行,一旦发生风险会对整个金融体系和国民经济产生巨大冲击,因此,建立一个符合我国银行实际情况的系统重要性评估体系迫在眉睫。本文在国际通用的指标法基础上,增加了国民信心指标,并用熵值法确定各指标权重构建我国银行系统重要性评估体系,使用16家上市银行年报数据获得我国各银行系统重要性得分。最后给我国银行系统重要性评估及监管提出一些建议。
The outbreak of the subprime mortgage crisis has aroused widespread concern over the supervision of bank risk, especially the systemically important bank. Once the risk occurs, it will have a tremendous impact on the entire financial system and the national economy. Therefore, establishing a systemically important Assessment system is imminent. Based on the internationally accepted index method, this paper adds national confidence index, and uses the entropy method to determine the weight of each index to construct the evaluation system of the importance of China’s banking system. We use the annual report data of 16 listed banks to obtain the score of importance of each banking system in our country. Finally, some suggestions are given to the importance assessment and supervision of China’s banking system.