Shadow Bank Risk Assessment And Supervision Research

The born of the shadow bank enriches the structure of the global financial market and facilitates the prosperity and development of the financial markets.Some scholars attributed the 2008 global financial crisis to the wanton growth and regulation of the weak shadow banks.The shadow Bank has now become the focus in the current financial research areas.The first part defines the meaning of shadow bank,analysis the relationship between shadow bank and macroeconomy,the risk and supervision on it,and also on the whole risk management and research of the financial system.The second part begins with the definition of the shadow bank,analysis its main features,the cause,the development history,and the composition of the shadow bank,and thus makes the calculation on the size of the shadow bank.Research shows that shadow banks in china,in the period of 2010-2016,it continues to expand the scale to even up to 74.27%,it indicates the shadow bank has developed rapidly in the past decade.The third part divides the risk of China's shadow bank into macroeconomic and financial risks,credit risk,regulatory arbitrage risk and liquidity risk.The main causes of these risks are:a high degree of mismatch,excessive financial innovation and a high degree of relevance.The fourth part based on the four main risks of the shadow bank,according to the general idea and the principle of the risk evaluation index,23 evaluation indexes with great influence on the shadow business risk are selected,and two risk evaluation index systems are established based on it.This paper chooses the index data of China's shadow banking business from year 2006 to 2016,makes the risk rating based on the analytic hierarchy process and the entropy weight method to determine the index weight,and also to analysis the risk situation of the shadow bank in China.The shadow bank risk score distribution Between 50 and 80 in the recent 11 years,and year 2006 has the lowest score of 51.18 of a whole,which was the most unstable year of the shadow banks.The fifth part combined with China's current regulatory status and existing problems through the introduction of the foreign regulatory experience,to improve the information transparency from the competency of the statistical systems;build a macro and prudential regulatory framework,to improve the regulatory legal system;appropriate relaxation in financial control to encourage the creation in financial industry;and from there to identify the potential risk,establish the risk assessment and other aspects in order for government regulation bodies to make recommendations on the shadow bank policy.