Is it possible to controll a 16X16 RBG Matrix with 3 TLC5940 and two 74HC595 ?
Yes
The cathodes wired to the TLC5940
Yes
and the anodes wired to the 74HC595 ?
No the 74HC595 can't supply enough current for this many LEDs, you have to have a top side driver here like a PNP transistor or p-channel FET.