我国商业银行影子银行业务规模估测及风险分析

Scale estimation and risk analysis of shadow banking business of China's commercial banks

对我国商业银行影子银行业务演进逻辑进行了梳理,从影子银行资金来源的角度对影子银行业务规模进行估测,估测结果表明:商业银行同业负债规模增速及非保本理财余额增速呈现出明显的同步性,因而影子银行体系有效监管有赖于建立功能监管与机构监管相协调的协同监管框架,在此基础上对影子银行体系实施"穿透式"监管。

After reviewing the logic of the evolution of shadow banking business of commercial banks in China , the size of shadow ban king business is estimated from the perspective of the source of funds of shadow banking. The estimation results reveal that the growth of interbank liabilities and non -guaranteed balance of financial management of commercial banks shows obvious synchronization. Therefore , effective supervision of shadow banking system depends on the establishme nt of a coordinated regulatory framework between functional supervision and institutio nal supervision , a nd on the basis of which , the "penetrating” supervision is implemented for shadow banking system.