Research On Commercial Bank Risk Early Warning Index System Of Macro-prudential Supervision Perspective

As we all know, financial markets have the characteristics of the vulnerability and highly contagious, has a vital role in maintaining the stability of the entire financial system, financial development and economic development. The outbreak of the financial crisis in2008,serious harm to the economy, and let everyone aware of the importance of financial supervision and financial regulation defects. Commercial bank as an important part of the financial system, its stability or otherwise of a direct impact on all aspects of the economy. Investigate the bank early warning indicator system becomes more meaningful in the context of strengthening the supervision of commercial banks.This article from the perspective of macro-prudential supervision to explore the construction of the banking sector early warning indicator system, aimed at a new angle for the commercial bank risk early warning indicator system to provide the basis of the appropriate method and the corresponding risk prevention decision-making support. First, from the macro, meso and microscopic levels, the article describes the risks faced by the commercial banking system, and analyzed two types of risk faced by commercial banks-the spatial dimension of network risk and time dimension of the overall risk, and described domestic and foreign commercial banks warning theory and the index system. Secondly, the commercial banks in China early warning indicator system should include three parts:micro-prudential indicators, the market prudential indicators and macro-prudential indicators, and to identify the indicators in each subsystem composition. Analytic Hierarchy Process detailed analysis of individual indicators of the share of the right major, multi-index comprehensive evaluation and empirical analysis of China’s commercial banking system in recent years the level of risk, and concluded in line with the actual situation of China’s commercial banking system. Finally, on this basis,forecast the future level of risk of commercial banks in China. Overall, from macro-prudential perspective to build our business early warning indicators system is conducive to better grasp the comprehensive level of commercial bank risk.