Research on Identification of Systemically Important Financial Institutions from the Perspective of Macro-prudential Based on the Index Model

Abstract

This paper analyzes the identification and monitoring of systemically important financial institutions from the perspective of macro-prudential, focuses on the specific research and comprehensive analysis of relevant indicators by scholars in the indicator method, constructs the identification framework of systemically important financial institutions. In addition, using the data of 36 listed banks in China at the end of 2019 to build the index model, through the analysis of the correlation of each index, the paper makes a comprehensive analysis, draws relevant conclusions, and gives some policy suggestions.