对我国系统重要性金融机构的识别与评价

Recognition and Evaluation of Systemically Important Financial Institutions of China

金融危机后,通过系统重要性金融机构(SIFIs)识别与提高相应监管标准成为应对系统性金融风险的重要举措。借鉴FSB等提出的SIFIs识别方法,选取规模、关联、质量、盈利四方面指标,建立国内SIFIs识别指标体系,采用聚类分析和灰色关联分析法,对国内SIFIs系统重要性进行分类与排序,为金融监管实行差别化监管提供依据。

After the financial crisis, the recognition of the systemically important financial institutions （SIFIs） and the improvement of the corresponding regulatory standards become important measures to prevent systemic financial risks. Choosing scale, relevance, qual- ity, profitability indicators by drawing FSB ＇ s method to recognize SIFIs, this paper builds identification index system of SIFIs of Chi- na. By using cluster analysis and grey relational analysis, we classify and sequence the SIFIs of China, which provide the basis for differentiated financial regtdation.