{"title":"基于指数模型的宏观审慎视角下的系统重要性金融机构识别研究","authors":"Hongren Chen, Zewei Li, Kuawen Liu","doi":"10.1109/ECIT52743.2021.00074","DOIUrl":null,"url":null,"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.","PeriodicalId":186487,"journal":{"name":"2021 2nd International Conference on E-Commerce and Internet Technology (ECIT)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Research on Identification of Systemically Important Financial Institutions from the Perspective of Macro-prudential Based on the Index Model\",\"authors\":\"Hongren Chen, Zewei Li, Kuawen Liu\",\"doi\":\"10.1109/ECIT52743.2021.00074\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":186487,\"journal\":{\"name\":\"2021 2nd International Conference on E-Commerce and Internet Technology (ECIT)\",\"volume\":\"4 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2021 2nd International Conference on E-Commerce and Internet Technology (ECIT)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ECIT52743.2021.00074\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2021 2nd International Conference on E-Commerce and Internet Technology (ECIT)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ECIT52743.2021.00074","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Research on Identification of Systemically Important Financial Institutions from the Perspective of Macro-prudential Based on the Index Model
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.