宏观审慎管理视角下系统重要性银行统计及应用研究

The Statistics of Systemically Important Banks: from the Perspective of Macroprudential Management

本文介绍了全球系统重要性银行的统计框架,并分析了该统计框架的建立基础和背景以及建立我国系统重要性银行统计框架的意义。全球系统重要性银行统计框架主要围绕系统重要性银行的内涵和基本特征来开展,其统计指标与系统重要性银行的基本特征存在较强的对应关系。系统重要性银行统计较好地弥补了金融危机前存在的数据缺口,可用于风险监测、风险防范等领域,并通过大数据分析、压力测试、金融网络分析等方法来评估和分析银行的重要性以及风险的溢出程度。在全球金融一体化日益加深的背景下,建立国内系统重要性银行统计监测体系是大势所趋。从宏观层面看,系统重要性银行统计可以弥补数据缺口,服务于宏观审慎监管;从微观层面看,系统重要性银行统计可以满足银行治理、风险管理以及"走出去"的需要。

This article introduces the Statistical Framework of the Global Systemically Important Banks （SIBs）, and analyzes the foundation and background and the importance of establishing the statistical framework of the Systemically Important Banks in China. The Statistical Frame work of the Global Systemically Important Banks centers on the definition and characteristics of systemically important banks and its statistical indicators corresponds with those characteristics. The statistics of systemically important banks covers the data insuf？ciency in the pre-crisis era. It is applicable in risk monitoring, risk prevention and etc. It also enables the measure of the importance and risk spillovers of SIBs through big data analysis, pressure tests, and financial network analysis. It is urgently demanded to set up China’s statistical framework of SIBs with the financial globalization marching on. On the macro level, the statistics of SIBs could cover data insufficiency of SIBs to better serve the macro-prudential regulations, and on the micro level, it could serve for banking governance, risk management and operating overseas.