本文選題：商業(yè)銀行 + 公司治理�。� 參考：《山東大學(xué)》2012年碩士論文

【摘要】：隨著經(jīng)濟(jì)全球化趨勢的加速發(fā)展,金融機(jī)構(gòu)面臨的風(fēng)險也不斷加劇。良好的公司治理是完善銀行風(fēng)險管理、促進(jìn)金融體系健康發(fā)展和保證整個經(jīng)濟(jì)體系穩(wěn)健運行的關(guān)鍵所在。通過2007年爆發(fā)的金融危機(jī)我們可以看到,不健全的銀行公司治理容易使銀行過度承擔(dān)風(fēng)險導(dǎo)致破產(chǎn),進(jìn)而對整個經(jīng)濟(jì)體系造成潛在影響,比如產(chǎn)生風(fēng)險傳染或影響支付體系等,從而產(chǎn)生巨大的公共成本和嚴(yán)重后果。本文擬借鑒國內(nèi)外的研究成果,進(jìn)一步探討我國商業(yè)銀行公司治理對風(fēng)險承擔(dān)的影響,并針對發(fā)現(xiàn)的問題提出相應(yīng)的對策建議。 本文綜合利用了邏輯推理和實證檢驗的辦法進(jìn)行分析。首先簡要介紹了銀行公司治理與銀行風(fēng)險承擔(dān)的相關(guān)理論,并理論分析了股權(quán)結(jié)構(gòu)、內(nèi)部制衡機(jī)制、激勵機(jī)制、監(jiān)管機(jī)制等公司治理機(jī)制對銀行風(fēng)險承擔(dān)的影響。然后以2003-2010年國內(nèi)五家上市銀行的數(shù)據(jù)為研究樣本,以大股東控制力、董事會規(guī)模、監(jiān)事會規(guī)模、獨立董事比例和資本充足率等五個因素作為公司治理機(jī)制的解釋變量來實證分析公司治理對我國商業(yè)銀行風(fēng)險承擔(dān)的影響。為了全面考察銀行公司治理情況,又選取資產(chǎn)規(guī)模和財務(wù)杠桿兩個銀行自身經(jīng)營指標(biāo)作為補充的解釋變量展開分析。實證結(jié)果顯示：一是在公司治理機(jī)制中,大股東控制力越強(qiáng),銀行風(fēng)險越大；董事會規(guī)模越大、銀行資本充足率越高,相應(yīng)的銀行的風(fēng)險越�。华毩⒍潞捅O(jiān)事會規(guī)模對銀行風(fēng)險的影響不明顯；二是在自身經(jīng)營方面,資產(chǎn)規(guī)模越大,銀行風(fēng)險越小；財務(wù)杠桿越高,銀行風(fēng)險也越高。最后,本文在以上分析結(jié)果的基礎(chǔ)上,結(jié)合我國商業(yè)銀行發(fā)展現(xiàn)狀,從股權(quán)結(jié)構(gòu)、制衡監(jiān)督機(jī)制、激勵約束機(jī)制等多個角度出發(fā),提出了一些完善我國商業(yè)銀行公司治理,控制銀行風(fēng)險承擔(dān)的政策建議。
[Abstract]:With the rapid development of economic globalization, financial institutions are facing more and more risks. Good corporate governance is the key to perfect the bank risk management, promote the healthy development of the financial system and ensure the steady operation of the whole economic system. Through the financial crisis that broke out in 2007, we can see that unsound corporate governance of banks tends to make banks take excessive risks and lead to bankruptcy, which in turn has a potential impact on the entire economic system, such as risk contagion or impact on the payment system, and so on. This has huge public costs and serious consequences. This paper intends to draw lessons from domestic and foreign research results, further explore the impact of corporate governance on the risk bearing of commercial banks in China, and put forward corresponding countermeasures and suggestions for the problems found. This paper makes use of the methods of logical reasoning and empirical test to analyze. Firstly, it briefly introduces the relevant theories of bank corporate governance and bank risk-taking, and analyzes the influence of corporate governance mechanism such as equity structure, internal check and balance mechanism, incentive mechanism and supervision mechanism on the risk assumption of banks. Then taking the data of the five listed banks in China from 2003 to 2010 as the research sample, taking the controlling power of large shareholders, the size of the board of directors and the scale of the board of supervisors as the research samples, The proportion of independent directors and capital adequacy ratio are taken as the explanatory variables of corporate governance mechanism to empirically analyze the impact of corporate governance on the risk assumption of commercial banks in China. In order to investigate the corporate governance of banks, the paper selects the asset size and financial leverage as the supplementary explanatory variables. The empirical results show that: first, in the corporate governance mechanism, the stronger the controlling power of the major shareholders, the greater the risk of the bank, the larger the size of the board of directors, the higher the capital adequacy ratio of the bank, and the smaller the risk of the corresponding bank; The scale of independent director and board of supervisors has no obvious influence on bank risk; second, the bigger the assets scale, the smaller the bank risk; the higher the financial leverage, the higher the bank risk. Finally, on the basis of the above analysis results, combined with the current situation of the development of commercial banks in China, from the equity structure, checks and balances supervision mechanism, incentive and restraint mechanism and other angles, this paper puts forward some suggestions to improve the corporate governance of commercial banks in China. Policy recommendations for controlling the risk taking of banks.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.33;F224

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本文編號：1965612