全球系统重要性银行的演变及其启示

The Evolution of Global Systemically Important Banks and Its Implications

基于巴塞尔委员会公布的明细数据,本文分析G-SIBs名单的变化特点及中资银行的分布特征。结果显示,G-SIBs系统重要性呈下降趋势;跨境行为切换成为系统重要性得分中贡献最大的因素;中资G-SIBs数量大幅增加,欧洲G-SIBs显著下降;复杂性和金融机构基础设施是近来决定G-SIBs级别变动的主要因素。相比于一般银行,G-SIBs要满足额外资本缓冲要求、恢复与处置计划、有效风险数据加总、大额风险暴露等更高的监管标准。

Based on the detailed data released by the Basel Committee, this paper presents an analysis of the change in G-SIBs list and the distribution characteristics of Chinese banks. The results of the paper show that the importance of G-SIBs system is declining; the cross-border behavior switching has become the most contributor to systemic importance scores;the quantity of Chinese-funded G-SIBs has increased significantly, and the quantity of European G-SIBs have declined significantly; the complexity and the base facilities of financial institutions are major factors in determining the change in the level of G-SIBs in recent times. Compared to general banks, the G-SIBs are required to meet the higher regulatory rules such as additional capital buffer requirements, recovery and disposal plans, summation of effective risk data, and large risk exposures, etc.