本文選題：商業(yè)銀行 + 金融開(kāi)放��； 參考：《金融論壇》2011年01期

【摘要】：基于2000～2008年10家中國(guó)上市銀行數(shù)據(jù),本文引入了Z指數(shù)衡量中國(guó)商業(yè)銀行風(fēng)險(xiǎn)承擔(dān),并對(duì)外資銀行進(jìn)入、外資參股與上市銀行Z指數(shù)的關(guān)系進(jìn)行實(shí)證研究。研究發(fā)現(xiàn):外資銀行進(jìn)入與中國(guó)商業(yè)銀行風(fēng)險(xiǎn)承擔(dān)之間呈現(xiàn)U型的非線性關(guān)系,外資銀行進(jìn)入之初能夠降低銀行風(fēng)險(xiǎn),當(dāng)外資銀行資產(chǎn)份額達(dá)到及超過(guò)1.94%的臨界值后,導(dǎo)致風(fēng)險(xiǎn)增加;在現(xiàn)行參股比例約束下,引入境外戰(zhàn)略投資者并沒(méi)有顯著提升銀行治理水平,外資參股增加了中國(guó)商業(yè)銀行風(fēng)險(xiǎn)。此外,高股權(quán)集中度會(huì)削弱治理機(jī)制作用,放大風(fēng)險(xiǎn)。
[Abstract]:Based on the data of 10 Chinese listed banks from 2000 to 2008, this paper introduces Z index to measure the risk assumption of Chinese commercial banks, and makes an empirical study on the relationship between the entry of foreign banks, the participation of foreign capital and the Z index of listed banks. It is found that there is a nonlinear U-type relationship between the entry of foreign banks and the risk-taking of Chinese commercial banks. The risk of foreign banks can be reduced at the beginning of their entry, when the capital share of foreign banks reaches or exceeds the critical value of 1.94%. The introduction of foreign strategic investors has not significantly improved the level of bank governance, and foreign equity participation has increased the risk of Chinese commercial banks. In addition, high ownership concentration will weaken the role of governance mechanisms, magnifying risks.
【作者單位】： 北京科技大學(xué)經(jīng)濟(jì)管理學(xué)院;
【基金】：經(jīng)濟(jì)全球化背景下中國(guó)產(chǎn)業(yè)安全研究(批準(zhǔn)號(hào):10zd&029)
【分類(lèi)號(hào)】：F832.33;F832.6;F224

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本文編號(hào)：1934752