Analysis on the Influencing Factors of Systemic Financial Risk of Chinese Commercial Banks Based on VAR Model

With the development of economic globalization, since the impact of the epidemic in 2020, financial issues have become the focus of more and more scholars at home and abroad. In order to study the financial risks of commercial banks and provide suggestions with reference significance for the economic recovery and financial development of countries under the impact of the epidemic, this paper based on the VAR model, selected from the China Banking and Insurance Regulatory Commission from the first quarter of 2013 to the fourth quarter of 2020 commercial banks' capital adequacy ratio, non-performing loan ratio, liquidity ratio and net interest margin several indicators, through the Eviews software to study the systemic financial risks of commercial banks, the research found that, capital adequacy ratio is obviously related to non-performing loan ratio, liquidity ratio and net interest margin, so it is suggested to reduce systemic risk of banks by strengthening financial supervision