摘要
影子银行体系作为传统银行业务的补充，在金融创新和资源配置中发挥着重要作用，但其潜在风险也对金融稳定构成挑战。本文旨在全面评估影子银行体系的风险特征，并提出针对性的监管建议。研究基于系统性风险理论框架，结合定量分析与案例研究方法，选取中国影子银行的主要业务模式为研究对象，深入剖析其风险传导机制及对宏观经济的影响。研究发现，影子银行体系存在信息不对称、杠杆过高及流动性错配等问题，且其风险具有隐蔽性和复杂性，容易通过跨市场渠道引发系统性金融风险。本文创新性地构建了影子银行风险评估指标体系，并引入网络分析方法量化风险传染路径，为政策制定提供科学依据。研究结论表明，加强功能监管、完善信息披露机制以及构建多层次的风险预警体系是防范影子银行风险的关键措施。本文的主要贡献在于揭示了影子银行风险的动态演化特征，并提出了兼具前瞻性和可操作性的监管框架，为维护金融体系稳定提供了理论支持与实践指导。
关键词：影子银行体系；系统性风险；风险传导机制；功能监管；网络分析方法
Abstract
The shadow banking system, as a complement to traditional banking operations, plays a significant role in financial innovation and resource allocation, yet its potential risks pose challenges to financial stability. This paper aims to comprehensively evaluate the risk characteristics of the shadow banking system and propose targeted regulatory recommendations. Based on a systemic risk theory fr amework, the study integrates quantitative analysis with case study methodologies, focusing on the primary business models of China's shadow banking sector to analyze their risk transmission mechanisms and macroeconomic impacts. The findings indicate that the shadow banking system suffers from issues such as information asymmetry, excessive leverage, and liquidity mismatches, with risks characterized by concealment and complexity, which can easily trigger systemic financial risks through cross-market channels. Innovatively, this paper constructs a risk assessment index system for shadow banking and applies network analysis methods to quantify risk contagion pathways, providing a scientific basis for policy formulation. The conclusions suggest that strengthening functional regulation, improving information disclosure mechanisms, and establishing a multi-level risk warning system are critical measures for mitigating shadow banking risks. The main contribution of this paper lies in revealing the dynamic evolutionary features of shadow banking risks and proposing a regulatory fr amework that combines foresight and operational feasibility, offering theoretical support and practical guidance for maintaining financial system stability.
Keywords：Shadow Banking System; Systemic Risk; Risk Transmission Mechanism; Functional Regulation; Network Analysis Method
目 录
摘要 I
Abstract II
一、绪论 1
(一) 影子银行体系研究的背景与意义 1
(二) 国内外研究现状综述 1
(三) 本文研究方法与技术路线 2
二、影子银行体系的风险特征分析 2
(一) 影子银行体系的基本概念与构成 2
(二) 风险特征的分类与识别 3
(三) 系统性风险的形成机制 3
三、影子银行体系的风险评估方法 4
(一) 定量评估模型的设计与应用 4
(二) 定性评估指标体系的构建 5
(三) 风险评估中的数据来源与处理 5
四、影子银行体系的监管建议与政策框架 6
(一) 当前监管体系的不足与挑战 6
(二) 监管框架的设计原则与目标 6
(三) 具体监管工具与实施路径 7
结 论 8
参考文献 9
