Research on the Measurement Framework of Banking Systemic Risk
基于国际经验与BLISHER框架因素分析，构建了包含宏观经济、运营脆弱性和传染三个维度的中国银行系统性风险矩阵，为宏观审慎监管提供基础。
Based on the international experiences of measuring the systemic risk and the factor analysis of BLISHER framework,this paper builds the measurement framework of the Chinese banking systemic risk.We make up a multi-dimension systemic risk matrix,which has the macro-economics dimension,operational frangible dimension and the contagion dimension,to measure the systemic risk and establish the basement for effectively implementing of macro-prudential supervision.