Abstract In determining its Domestic Systemic Important Banking (D-SIB), Indonesia implemented the Global Systemic Important Banking (G-SIB) based on three of five indicators, those being size, interconnectedness, and complexity. Both the G-SIB and the Indonesian D-SIB use an equal weight for each indicator, that is, 1/5 and 1/3 respectively. However, the weight could be modified by using the eigenvector of the Principal Component Analysis (PCA). We showed that this new weighting system was better than the official weighting system (referred to in this paper as the POJK approach) based on the Financial Services Authority (OJK) regulation No.46/POJK.03/2015.

中文翻译：

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印度尼西亚系统重要性银行（SIB）的权重：官方对PCA的方法

摘要印度尼西亚在确定其国内系统重要银行（D-SIB）时，根据规模，互连性和复杂性这五个指标中的三个指标实施了全球系统重要银行（G-SIB）。G-SIB和印度尼西亚D-SIB均对每个指标使用相等的权重，即分别为1/5和1/3。但是，可以使用主成分分析（PCA）的特征向量来修改权重。我们显示，基于金融服务管理局（OJK）法规46 / POJK.03 / 2015，此新的加权系统优于官方的加权系统（在本文中称为POJK方法）。