Research On Risk Management Of Commercial Bank’s Shadow Banking Business

In 2008,the subprime mortgage crisis in the United States hit the financial and economic systems of the world,and the shadow banking system played an important role in the emergence and spread of the United States subprime mortgage crisis.After the financial crisis in 2008,China’s shadow banking activities began to sprout and develop rapidly.The explosive growth of high-risk shadow banking business makes the risk of China’s financial system constantly changing and difficult to assess,however,shadow banking has its disadvantages and advantages.To a certain extent,it solves the problem of financing difficulty of small and medium-sized enterprises in our country and caters to the needs of financial market diversification.The main part of China’s shadow banks is commercial banks,but the commercial banks lack a complete risk management system for the shadow banking business,and the external supervision of commercial banks is not yet perfect,gradually accumulating systematic risks,to a large extent affected the financial stability of our country.The shadow banking business of China’s commercial banks appears late,and the shadow banking business is complex and the risk can not be quantified,which causes the commercial banks in China have not found an effective model to measure the shadow banking business risk.Therefore,this paper analyzes and identifies the risk of Commercial Bank’s shadow banking business,establishes the Commercial Bank’s shadow banking business risk management model,carries on the risk management from the internal and external angles.This paper is divided into six parts;The first part introduces the background of this paper,expounds the necessity of risk management of Commercial Bank’s shadow banking business in the environment of frequent shadow banking business risks,and explains the research ideas of this paper;In the second part,it mainly defines the shadow bank,expounds the theory of the emergence and development of the Shadow Bank business of the Commercial Bank,analyzes the problems existing in the development,and introduces the risk management theory of the Shadow Bank business of the Commercial Bank;The third part,based on the development process of Commercial Bank’s shadow banking business,identifies the possible risk points in the business process;The fourth part,following the overall risk management process,carries on the appraisal to the risk which identifies,in the appraisal process in order to guarantee the appraisal result to have the accuracy,select the Representative Bank B to make accurate score,use the chromatography analysis method to quantify the risk index,get the assessment result,comprehensively analyze the assessment result,it is found that credit risk,operational risk and liquidity risk have a great impact on commercial banks;The fifth part,from the point of view of the Bank itself,this paper puts forward some measures to perfect the credit management system,improve the technical level of risk control,and standardize the business development,from the angle of supervision,this paper puts forward some measures such as adjusting the supervision system reasonably,perfecting the existing information statistics system and establishing the risk isolation mechanism;In the sixth part,the author summarizes the research results and points out the problems that can be further studied.