Study On Shadow Banking Risk Management Of City Commercial Bank

China's shadow banking emerged in 2005,which eased the financing difficulties of SMEs.However,due to insufficient supervision,a lot of risks have been accumulated.At present,the shadow banking business of commercial banks accounts for the largest proportion,especially the city commercial banks,which do not have the advantages of scale and ownership,are more radical than the large state-owned banks,but the speed of business expansion does not match the level of risk control.Therefore,the shadow banking business risk of the city commercial banks studied in this paper has important practical and theoretical significance for improving the risk management level and competitiveness of the city commercial banks and maintaining the stability of the financial system.Based on the theory of bank risk management and financial supervision,following the basic procedure of risk management,and in accordance with the idea of "risk identification-risk measurement-risk evaluation-risk treatment",this paper studies the risks of shadow banking business(off-balance sheet financing,entrusted loans,interbank business)of city commercial banks.Based on the development status of city commercial banks and the characteristics of their shadow banking business,this paper designs a three-level risk evaluation index system and grading criteria around credit risk,liquidity risk and regulatory arbitrage risk,and chooses three samples of city commercial banks with different levels of development.At the same time,Considering the consistency of shadow banking business from 2015 to 2017,this paper chooses the three years as a stage for empirical analysis.In order to provide better guidance for the risk management of city commercial banks in shadow banking business,this paper puts forward several rationalization suggestions,such as strengthening the risk prevention and control system of shadow banking business,improving the credit approval and credit rating system of shadow banking business,etc.In addition,from the perspective of regulatory authorities,this paper puts forward some policy suggestions on integrating shadow banking into the macro-prudential regulatory framework,steadily promoting financial innovation and fully regulating the information disclosure of shadow banking,which provides the necessary basis for regulatory authorities to formulate risk regulatory mechanism and promote the comprehensive risk management and sustainable development of urban commercial banks.