Systemically important banks are an important part of the banking sector for the implementation of macroprudential supervision, which is based on the assessment and recognition effective systemically important banks. Evaluation of systemically important banks will increase regulatory costs and inadequate assessment of macroprudential regulation will weaken the effectiveness. In this respect, the basic problem lies in accurate and timely assessment of systemically important banks and determining their impact on the whole banking sector under banking crisis. The purpose of research is to determine methods of assessing the identification of systemically important banks and their impact on the banking sector.