The systematic financial risk of commercial banks not only hinders the development of banks themselves, but also hinders the smooth operation of the economy. Selecting indicators based on the influence of banks and macro economy on the systematic financial risk of commercial banks,the article applies the comprehensive index method to measure the systematic risk of Shandong provincial commercial bank on the basis of the principal component analysis. The empirical result fits the change trend of the systematic risk of Shandong Provincical Commercial Bank. Finally, the changing trend is analyzed and the countermeasures and suggestions are proposed to prevent the systematic risk of commercial banks in Shandong Province.%商业银行系统性金融风险不仅羁绊银行本身的发展,更严重阻碍了经济的平稳运行.综合考虑微观银行层面以及宏观经济层面对商业银行系统性金融风险的影响来选取指标,然后在主成分分析基础上采用综合指数法对山东省商业银行的系统性金融风险进行度量,实证结果拟合了山东省商业银行系统性金融风险的变动趋势,最后对其变动趋势进行深入分析,并提出防范山东省商业银行系统性金融风险的对策建议.
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