| Since the financial crisis, people have taken systemically important financial institutions seriously.It has become one of the important subjects of financial regulation.Systemically important financial institutions are the stabilizer of the economy. But in the event of a crisis, it will have a risk spillover effect through the entire financial network, and then spread to the entire financial system, and impact the development of the real economy. The concepts of systemically importance have been proposed only ten years so far, about its target recognition method, supervision and regulation tools are the focus problem of academia and supervision organization recently. But at present the international monetary fund include national regulatory authorities have not definite recognition method exactly. Especially in our country, systemically important definition is not clear, the list is not clear, assessment has not yet been launched, the method has not been improved, policy has yet to follow up and other issues are still outstanding. Recognition is the precondition of regulation, effective regulation is based on accurate recognition, so to do a good job of recognition systemically important financial institutions is imminent. As the mainstay industry of our country finance system, Bank is of great significance to China’s domestic financial stability. So first of all, we should determine the identification standard of systemically important banks in China.How to proceed recognition in prevention and treatment of the problem of insufficient recognition and excessive recognition, it basically have index method and market method. Considering the actual situation of our country and regulation of operability, this paper select index method as the research object, and determination of index weight in the index system is the main problem of the research.Most of the current method of determining the index weight is average weight method and the single method, this measure results easily affected by the defects of the method itself. In order to solve this problem, this paper tries to take the combination method of empowerment. Particular way is to choose subjective values of the improved analytic hierarchy process and objectively the entropy value method, the using the maximum variance principle optimization fitting and calculate the final weight ratio. At the same time, with reference to the principle of the Basel committee promulgated to identify domestic systemically important banks, after combining the research achievements of previous scholars, this paper puts forward a set of complete index system. With the help of the index system and weight assignment, and using the annual report of listed banks in China for five years,we empirically estimates the systemically important banks in our country, and has carried on the detailed analysis of the results. We get som conclusions; 1.The four major state-owned banks has a natural system of importance, but the score difference of each part is bigger,we should carry out targeted control; 2, Under the improved combination empowerment method measuring, the difference between Bank of communications and the of large joint-stock banks reduced year by year, it has not enough be in a single row of systemically important banks. We consider it and China merchants bank, citic bank, industrial bank and minsheng bank into the same class, apply the same regulatory measures; 3, large city commercial banks are not enough to produce the influence of national commercial banks, but in the regional financial system, risk concentration is higher. Consideration should be given to seek balance in the financial innovation and financial regulation.Finally the article on the basis of using the same data and index system, the measuring results of combination method with average weight method, the results of subjective values.the method and weight method were analyzed separately.,and verify the practical feasibility of the method. The results also showed that weight for the importance of the identification method, and also provide the future research direction. In considering the size and other indicators of positive correlation, empowerment can decrease the size of index proportion. On the basis of empirical research results, this paper put forward relevant policy suggestions about regulatory measures and keys. |
