China AMC Bad Debt Parking & Shadow Bank Flow Workbench

Deconstruct off-balance-sheet NPL parking loops & systemic liquidity contagion

Repo / SPV Risk Engine v1.4
⚠️ CRITICAL_LIQUIDITY_DEFICIT
Reported Bank NPL
1.8%
True Underlying NPL
5.8%
Disguised Debt Parked
320B RMB
AMC CAR (Post-Shock)
6.2%
Commercial Bank Reported NPL: 1.8% Hold: 130B Direct NPL SPV Trust Conduit TBR Senior: 320B Nominal Deconsolidation Asset Mgmt Co (AMC) CAR: 6.2% Refinancing Deficit Distressed Developers Haircut: 25% Underlying Collateral
COMMERCIAL BANK T-ACCOUNT
Assets (RMB B)Liabilities & Equity
Standard Loans: 7,550Deposits: 7,200
Investment Conduit / TBR: 320Interbank Borrowing: 400
Direct NPL (Reported): 130Tier-1 Equity: 400
AMC SHADOW T-ACCOUNT
Assets (RMB B)Liabilities & Equity
Distressed Debt Acquired: 320Wholesale Repo Borrowing: 280
Developer Equity / Bonds: 150Offshore Dollar Bonds: 140
Collateral Loss: -80Equity Capital: 50
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