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

【摘要】：隨著經濟全球化趨勢的加速發(fā)展,金融機構面臨的風險也不斷加劇。良好的公司治理是完善銀行風險管理、促進金融體系健康發(fā)展和保證整個經濟體系穩(wěn)健運行的關鍵所在。通過2007年爆發(fā)的金融危機我們可以看到,不健全的銀行公司治理容易使銀行過度承擔風險導致破產,進而對整個經濟體系造成潛在影響,比如產生風險傳染或影響支付體系等,從而產生巨大的公共成本和嚴重后果。本文擬借鑒國內外的研究成果,進一步探討我國商業(yè)銀行公司治理對風險承擔的影響,并針對發(fā)現的問題提出相應的對策建議。 本文綜合利用了邏輯推理和實證檢驗的辦法進行分析。首先簡要介紹了銀行公司治理與銀行風險承擔的相關理論,并理論分析了股權結構、內部制衡機制、激勵機制、監(jiān)管機制等公司治理機制對銀行風險承擔的影響。然后以2003-2010年國內五家上市銀行的數據為研究樣本,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制的解釋變量來實證分析公司治理對我國商業(yè)銀行風險承擔的影響。為了全面考察銀行公司治理情況,又選取資產規(guī)模和財務杠桿兩個銀行自身經營指標作為補充的解釋變量展開分析。實證結果顯示：一是在公司治理機制中,大股東控制力越強,銀行風險越大；董事會規(guī)模越大、銀行資本充足率越高,相應的銀行的風險越小；獨立董事和監(jiān)事會規(guī)模對銀行風險的影響不明顯；二是在自身經營方面,資產規(guī)模越大,銀行風險越��；財務杠桿越高,銀行風險也越高。最后,本文在以上分析結果的基礎上,結合我國商業(yè)銀行發(fā)展現狀,從股權結構、制衡監(jiān)督機制、激勵約束機制等多個角度出發(fā),提出了一些完善我國商業(yè)銀行公司治理,控制銀行風險承擔的政策建議。
[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.
【學位授予單位】：山東大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.33;F224

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本文編號：1965612