Research On Risk Measurement And Supervision Of Shadow Banking

After the outbreak of the global financial crisis,the concept of shadow banking has surfaced.At the same time,the shadow banking business in China has also been developing.These shadow banking operations shift the traditional table assets to the outside of the table,which has the nature of regulatory arbitrage,which brings huge potential risks to the bank's operation,and also increases the difficulty of the government's macro-control.Based on the development status of shadow banking in China,combined with management and finance related knowledge,this paper studies the risk management of shadow banking.The main research work done in this paper is as follows:First,an overview of the internal commercial banks of our country to carry out all kinds of shadow banking business development status,the analysis of bank trust cooperation financial products and entrusted loan shadow banking business,explore the problems in the operation process and risks.Second,according to the actual situation of the four basic principles and selection of shadow banking risk evaluation index of the selected 22 evaluation indexes that have great influence on the shadow banking risk,set up two layers risk evaluation index system from two aspects of the external environment and internal operation.Third,select the relevant actual data of China's shadow banking 2006-2016,set the weight by entropy method,evaluates the research on the external environment and internal operation risk,making the risk rating,and evaluate the results.Fourth,according to the score results,logit model using regression analysis and discriminant analysis results,selected key indicators in risk early warning model and the construction of the external environment and internal operation.Finally,according to the particularity of shadow banking in China,some reasonable suggestions are put forward for the healthy development of shadow banking in china.