This paper studies the systemic risks of different types of banks are affected differently under macro-prudential regulation. Different types of banksÕ activities have different contributions to systemic risks. BanksÕ activities are interconnected with their systemic risks. We use some indicators from banksÕ finance statements to represent their activities. We measure the banksÕ contributions to systemic risk by bottom-up approach. SRISK is relatively accurate, and it is regarded as systemic risk of banks. We obtain the systemic risk value of each bank from V-Lab. Our results show that the activities of different banks have different effects on their systemic risks.