The 25-year-old's €222million switch was completed on Thursday and on Friday he was presented to the world's media at the Parc des Princes.
It marks a drastic escalation in the highest fee paid for a player, more than doubling the €105m that Manchester United paid for Paul Pogba last August.
And Monchi raised concerns over the viability of such a trend continuing.
"I feel a bit uneasy and afraid. I don't know where we're headed," he told Roma's official website.
"I don't want to think that we're creating a speculative bubble which will one day burst.
"I've shown clearly in the past that I don't buy very expensive players.
"It's not up to me to say whether or not it's above board. It's hard to fathom so much money being spent at a time when elsewhere there are lots of people struggling to make ends meet."
In a damning statement also released on Friday, FIFPro general secretary Theo van Seggelen blasted FIFA's transfer rules, which he described as "anti-competitive, unjustified and illegal".