公司治理对我国商业银行风险影响的实证研究

《公司治理对我国商业银行风险影响的实证研究》由会员上传分享，免费在线阅读，更多相关内容在工程资料-天天文库。

1、公司治理对我国商业银行风险影响的实证研宄［摘要］运用我国14家上市银行xx年一n年的年度数据，将我国上市银行分为股份制银行、国有银行和城市商业银行三类，将银行风险分为信用风险、流动性风险和市场风险，建立面板模型，利用EviewsG软件实证分析了公司治理对我国上市银行风险的影响。实证结果表明：高管薪酬与三类银行信用风险，市场风险和流动性风险均呈负相关的关系，表明高管薪酬越高，银行风险越小；对股份制银行和城市商业银行来说，股权集中度与银行信用风险负相关，表明股权集中度越高，信用风险越小；对于国有银行来说，股权集中度与银行风险正相关

2、，表明股权集中度越高，银行风险越高；董事会规模与银行风险承担的分析，也出现的相同的情况，对于股份制银行来说，董事会规模与市场风险负相关，表明董事会规模越大，市场风险越小；对于国有银行来说，董事会规模与市场风险正相关表明董事会规模越大，市场风险越大；对于城市商业银行来说，董事会规模与市场风险的关系并不显著。［关键词］公司治理；风险承担；上市银行AnEmpiricalStudyoftheInfluenceofCorporateGovernanceupontheRiskofCommercialBankofChinaWA_NGXiao

3、-feng,WUCong-gen(SchoolofFinance,NortheastUniversityofFinance，Delian，Liaoning116025，China)Abstract:Onthebasisofannualdataof14ChinesemarketingbanksfromXXtoXX，thisarticledividesChinasoperatingbanksintothreecategories，namelybankswithshareholdingsystems，state-—ownedbank

4、sandmunicipalcommercialbanks，whilethebank—ingriskintocreditrisk，liquidityriskandmarketrisk.Aimingtoestablishpanelmodel，itavailsoftheEview6softwaretoofferanempiricalanalysisoftheinf1uenceofcompanygovernanceupontheriskofChina'smarketingbanks.Theresultshowsthattheexecu

5、rivepaypresentsanegativecorrelationwithbankingcreditrisk，marketingriskandliquidityrisk；andthatthehighertheexecutivepaythelessthebankingrisk；andthat，forshareholdingbanksandmunicipalcommercialbanks，theconcentrationratioofstockrightspresentsanegativecorrelationtobankin

6、gcreditrisk，sothehighertheconcentrationratio，thelessthecreditrisk；andthatforthestate——ownedbanks，theconcentrationratioofstockrightspresentsapositiverelationtobankingrisk，sothehighertheconcentra-tlonratiothehigherthebankingrisk；andthatitisthesamecaserectorsandtheshar

7、e-hofdirectorwithanalysisofscopeofboardofditherisk—takingofthebanks，soforoldingbanks，thescopeoftheboardsisnegativelyrelatedtomarketingrisk，thenthebiggerboardofdirectors，thelessthemarketingrisk；thescopeoflatedtomarandgreatercommercialhescopeoftingriskisnandthatforthe

8、state—oectorsisposothebiggdthatforthboardofdirketingrisktherisk；anbanks，therheboardofdwnedbanks，sitivelyreertheboardemunicipalelationshipb