We use the risk measurement models DebtRank, △CoVaR and marginal expected shortfall to measure systemic risk and compare their performance in measuring the systemic importance of banks. Our results show that the different risk measurement models yield significant differences in the systemic risk. The systemic risk measured by DebtRank and marginal expected shortfall shows monotonicity with the bank type, while that measured by △CoVaR does not. The systemic risk of different types of banks changes dynamically in different years. The systemic risk measured by DebtRank is positively correlated with both size and centrality, and of the three models, DebtRank performs best at measuring the systemic importance of banks from the perspectives of size and interconnectedness. The results of this paper provide empirical evidence for reference to aid banking system supervision and the measurement of the systemic importance of banks.