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宏观审慎监管的关键在于系统性风险的有效测量，而形成综合性的合成指数目前已成为监管层评价政策有效性和保障金融稳定性的主流方法。本文利用货币、证券、外汇、保险和房地产5个基础市场部门，纳入机构重要性、基础制度和宏观经济环境因素，运用CDF处理方法，构建了我国金融体系的系统性风险综合指数。
<<Macro-prudential regulation lies in the accurate measurement of systemic risk，and the formation of a comprehensive synthesis index has become the mainstream in effective evaluation of regulatory policy and keep financial stability. This paper introduces a new indicator of contemporaneous stress in the financial system named Composite Indicator of Systemic Stress（CISS）.
<<| Keywords： | Financial SystemFinancial StabilitySystemic RiskComposite indicator of systemic sterss（CISS） |
