Research On Systemic Risk Of Commercial Bank Based On Financial Ecology

Financial industry is the critical support industry for the Chinese economic development.The more important to the financial industry in a country or region pay attention,the more rapid economy develops.Therefore,the financial industry has been become the core system in a national economic operation.Usually,the economic risk will also be concentrated in the financial sector,especially commercial Banks in a country or region from the experience of the financial crisis in recent years.Since the 18 th national congress of the communist party of China(CPC),the CPC central committee has gave great importance to the prevention of financial risks and adopted corresponding regulatory measures so that the development trend is stable and financial system risk is controllable.However,the development of commercial Banks faces many challenges and risks under external shock and internal contagion in China.Therefore,it is a fundamental task and eternal theme on preventing and resolving the systemic risk of commercial banks.By combing relevant literature,takes the systemic risk of financial ecology and commercial banks as the research subject,and studies the generation of systemic risk of commercial banks through two paths.First of all,doing scientific study on the connotation of systemic risk,and analyzes the related theory about financial ecology and systemic risk of commercial bank,and then respectively establishes the systemic risk index of commercial bank and financial ecological index.Secondly,using factor analysis method calculates the systematic risk comprehensive value of commercial banks,and using entropy method determines the weights of financial ecological indicators in order to calculate the comprehensive index of each part of financial ecology.Then,carring Granger causality test on the systematic risk of financial markets,financial ecological environment and commercial banks.The results show that the financial market and financial environment is the reason of commercial bank systemic risk.Thirdly,using the CoVaR method measures the systemic risk spillover effect of commercial banks again.The results show that the spillover effect of systemic risk in urban commercial banks is the highest.Finally,we put forward some countermeasures and suggestions based on the experience results.