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论文编号：	5381
作者编号：	2120112484
上传时间：	2013/6/7 6:43:06
中文题目：	董事会风险控制对银行风险承担的影响——基于中国上市银行的实证研究
英文题目：	The Influence on Commercial Bank Risk Taking by RiskControl of the Board of Directors——An Empirical Research on Chinese Listed Banks
指导老师：	张耀伟
中文关键字：	董事会，风险承担，风险控制，上市银行
英文关键字：	board of directors, risk taking, risk control，listed banks
中文摘要：	银行在一国经济中发挥着重要的金融中介作用并且控制着一国经济的命脉，其稳定运行对国家经济安全至关重要。金融危机的爆发反映出银行过度风险承担所带来的巨大危害。而董事会治理作为公司治理的重要组成部分，其对银行的风险承担产生重要的影响。董事会风险控制能够保证银行安全稳健的运行。银行董事会通过对银行业务经营和各项事务的有效监督，可以有助于维护一个高效、低成本的监管体系，降低过度风险承担行为，从而有助于保护银行存款人的利益。 本文选取了2007-2011年度5年的14家上市银行作为样本，就董事会风险控制对银行风险承担的影响进行了实证研究。具体而言，分别从董事会结构、专业委员会设置情况、以及董事会运作三方面对银行风险承担的影响进行了实证研究，探索了董事会的一些变量对银行风险承担的影响程度，并对其背后的作用机理以及行为动机进行了详细的分析，丰富了上市银行风险承担的内容。另外，本文在研究董事会风险控制时，又加入了政府监管和市场约束这两个外部治理因素，分析了其对风险控制的调节作用，进一步丰富了银行董事会治理研究的内容。 文章通过实证分析和检验发现：董事会规模、两职合一、专业委员会的设置以及全勤董事与银行风险承担负相关。独立董事的比例以及董事会中大股东董事的比例与银行风险承担正相关。董事会会议次数与银行风险承担不相关。政府监管具有调节效应，能够增强信息披露风险控制对银行风险承担的负向作用。市场约束具有调节作用，能够抑制信息披露风险控制对银行风险承担的正向作用。文章最后提出通过优化上市银行董事会的来抑制上市银行的过度风险承担行为的一些建议。
英文摘要：	Banks play an important role in financial intermediation and control the lifeblood of a country's economy, so the stable operation is essential for the country's economic security. Financial crisis reflect banks' excessive exposure that caused great damage. Board governance as an important part of corporate governance bears an important impact on the bank's risk-taking. Risk control of the Board of Directors can ensure bank safety and soundness of running. The effective supervision of the banking business and the affairs by the bank's board of directors can contribute to the maintenance of an efficient, low-cost monitoring system and help protect the interests of bank depositors to reduce excessive risk-taking behavior. This article select selected 14 listed banks in the 2007-2011 year as a sample, we conduct an empirical research on the risk control of the board of directors and commercial bank risk taking. Specifically, we conduct the study from the structure of the board, board committees as well as the operation of the board to explore the extent of some variables of the risk control of the board of directors on the level of commercial bank risk taking, and thus reveal the underlying mechanism and motivation to enrich the content of the commercial bank risk taking of the listed banks. In addition, this paper adds government regulation and market discipline to analyze their regulation, and enrich the contents of the board governance. This paper finds these conclusions through empirical analysis and testing: There is a significant negative correlation between board size and commercial bank risk taking. Positively related to the proportion of independent directors and commercial bank risk taking. Board-one and commercial bank risk taking negative correlation. The Professional Committee set negatively correlated with commercial bank risk taking. The number of meetings of the Board and commercial bank risk taking, the Directors due diligence and commercial bank risk taking negative correlation. The higher the proportion of directors of the Board of Directors of the listed banks of largest shareholder, the higher the commercial bank risk taking. Government regulation has a regulating effect, can enhance the risk of disclosure of information to control the negative effect of commercial bank risk taking. Market discipline has a regulatory role, can inhibit the risk of information disclosure control positive effect on commercial bank risk taking. Eventually, we put forward to some recommendations on optimizing the board structure of listed banks to suppress the level of the excessive risk-taking.
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