关键词: 系统性风险,系统重要性银行,熵值

Abstract: During the global financial crisis triggered by the US subprime mortgage crisis, the systematic risk caused by the collapse of large financial institutions is the key point of the crisis, so the international community has generally recognized the significance of the systemically important financial institutions (SIFIs) especially systemically important Banks (SIBs) in maintaining the financial market stability and the steady economic development. However, the identification of the systemically important banks is critical to the regulation and supervision of the systemically important banks. As for the theoretical framework to assess SIBs, it is generally adopted to establish an index system from the four aspects of scale, relevance, complexity and substitutability. Due to the particularities of China’s commercial banks, when identifying the systemically important banks, the assessment methods and the index system used for the identification should be determined by they own characteristics. By employing the entropy value method, the big four state-owned commercial banks, as well as China Everbright Bank, China Merchants Bank, CITIC Bank and other joint-equity commercial banks can be recognized as the systemically important banks in present China.

Key words: systematic risks; systemically important banks; entropy value