联系我们

论文查询结果	返回搜索

论文编号：	4317
作者编号：	2120102282
上传时间：	2012/6/7 0:13:38
中文题目：	我国商业银行风险承担的影响因素实证研究——以我国上市商业银行为例
英文题目：	Theoretical and Empirical Analysis of Influencing Factors about Chinese Commercial Bank Risk Taking: Take Listed Commercial Banks in China for Example
指导老师：	张晓农
中文关键字：	商业银行;风险承担;公司治理;政府管制
英文关键字：	Commercial Banks;Risk Taking;Corporate Governance；Government Monitoring
中文摘要：	商业银行面临的市场环境日益开放，市场竞争日益激烈。在这种格局下，银行业是否能稳定安全地为人们提供金融服务成为当下人们越来越关心的问题。近年来金融危机频频出现，如何保证我国商业银行在危机中求生存、在风险中求发展，就成为银行业一个十分重要的课题。本文以2004-2011年十六家上市商业银行的数据为基础，选择商业银行内外部四个方面共16个指标来研究商业银行的风险承担水平，希望可以找到影响商业银行风险承担的较完整的因素。 本文采用实证研究和财务指标研究法，首先对上市银行的风险承担变量和可能的银行内外部影响因素进行描述性统计分析和相关性分析，以发现各变量的数据趋势和可能联系；其次对商业银行的风险承担变量进行回归分析，将商业银行内部的经营特质变量、公司治理变量以及外部的政府监管因素和宏观经济因素作为解释变量，寻找其与风险承担之间的关系。 通过实证研究，本文得出的主要结论如下： 从商业银行内部来看，在商业银行的自身经营特质方面，资产规模、财务杠杆以及盈利能力能够显著降低商业银行的风险承担，运营杠杆和贷款集中度则显著提高了商业银行的风险承担水平；在商业银行的公司治理结构方面，董事会规模和独立董事比例两个董事会指标、股权集中度指标、管理层持股比例与商业银行风险承担负相关，而第一大股东持股比例、外资持股比例和管理层薪酬水平与风险承担正相关。 从商业银行外部来看，政府监管变量特许权价值与风险承担正相关，资本充足率与商业银行的风险承担负相关；宏观经济变量国民生产总值和通货膨胀率，分别与商业银行的风险承担负相关和正相关。 最后，本文试图结合实证结果对我国商业银行自身及其监管方提出相应的政策建议，以期促进我国金融秩序的良性发展。
英文摘要：	Commercial banks are facing with a more open market with fiercer competition. In such a case, whether banking industry can provide service safely becomes the public’s concern. Financial crises occurred frequently in recent years, so it’s an important thesis for banks to learn how to survive and develop themselves under risk. This paper collected data of 16 listed banks in China from the year 2004 to 2011, and then chose 16 variables to research risk taking of commercial banks. So it’s hoped that a whole series of factors influencing risk taking could be found. This paper used empirical study and financial target study. Firstly, it made descriptive statistic and Pearson correlation test about all variables, including risk taking variable and 16 influencing variables, to find probable trend and relation among variables. Secondly, it used regression analysis to find if the probable relation was true between risk taking and the influencing factors. The results the paper got from empirical study were as follows: Seen from within, the operating traits SIZE、CAP and ROA had a negative correlation with bank risk taking as well as FA and LOAN10 separately had a positive correlation with bank risk taking; corporate governance structure such as BOARD、IDR、LS and MANS had a negative correlation with bank risk taking as well as LS1、FORS、SALARY had a positive correlation with bank risk taking. When seen in an external perspective, the government monitoring factor CV had a positive correlation while CAR had a negative correlation with bank’s risk taking; meanwhile, macro-economic factor GDP had a negative correlation with bank’s risk taking and IR had a positive correlation with bank’s risk taking. Finally, this paper proposed corresponding advice to banks and regulators with a vision that the financial order in China could develop smoothly.
查看全文：	预览  下载(下载需要进行登录)