中国商业银行规模、治理与风险承担的实证研究  

An Empirical Study of the Scale,Governance and Risk-Taking of China's Commercial Banks

作　　者：宋清华[1] 曲良波[1] 陈雄兵[1] 

机构地区：[1]中南财经政法大学金融学院,湖北武汉430073

出　　处：《当代财经》2011年第11期57-70,共14页Contemporary Finance and Economics

基　　金：新世纪优秀人才支持计划资助项目(NCET-10-0778)

摘　　要：基于2000-2010年中国13家商业银行的非平衡面板数据对中国商业银行规模、银行治理与风险承担关系进行的实证研究,结果表明银行规模与风险承担呈U形关系;银行治理水平与风险承担呈负向关系;大型商业银行治理引起的风险承担比股份制商业银行高。因此,必须适当限制商业银行的规模扩张,加强商业银行的安全网建设,加大对大型、系统重要性商业银行的监管力度,提高商业银行尤其是大型商业银行的治理水平。Based on the non-balanced panel data of 13 China＇s commercial banks from 2000 to 2010, this paper conducts an empirical study of the relationship between the scale, governance and risk-taking of China＇s commercial banks. The results show that there is a U-shaped relationship between bank size and the risk-taking; a negative relationship between the bank governance and the risk-taking; and the risk caused by the bank governance of larger commercial banks is higher than that of the joint-stock commercial banks. Therefore, we must appropriately limit the expansion of the size of commercial banks, strengthen the construction of the safety net of commercial banks, increase the supervision on large and systemically important commercial banks, and improve the governance of the commercial banks, especially larger commercial banks.

关 键 词：商业银行 银行规模 银行治理 风险承担 

分 类 号：F832.33[经济管理—金融学]