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中文摘要：
近年来,随着影子银行规模的不断扩张,其安全性已成为我国金融稳定的重要影响因素之一。基于2007年~2014年的季度数据,测算了我国影子银行的规模,度量了基于KMV模型的证券市场风险。运用模糊综合评价法,构建了中国金融稳定指数,并借助VAR模型和脉冲响应函数对其进行了研究,结果发现：影子银行规模对中国金融稳定的影响存在滞后效应,短期内风险可控,长期可能存在爆发风险,且破坏力随时间增加成倍放大。据此,给出了相关政策建议。
英文摘要：
In recent years,with the constant expansion of the size of the shadow banking,its security issue has become an important factor in affecting China＇s financial stability. Based on the quarterly data from the years of 2007 to 2014,this paper firstly assessed the scale of China＇s shadow banking system,predicted the risks in the securities market founded by KMV model and then constructed the index of the stability of China＇s financial system by applying the fuzzy comprehensive evaluation method and carried out a research with the aid of VAR model and impulse response function. The Result shows： The influence of the scale of the shadow banking has a lagged effect on the stability of China＇s financial system,the risks are controllable in a short term and the risks will outbreak and cause intensified damages with the accumulation of time if enduring a long term. Therefore,this paper has presented some relevant policy recommendations.
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