资本约束、治理机制和银行风险承担  

Capital Regulation,Governance Mechanism and Risk Undertaking of Commercial Banks

作　　者：陈彩[1] 朱博文[2] 

机构地区：[1]中国建设银行股份有限公司山东省分行,山东济南250011 [2]山东大学经济学院,山东济南250100

出　　处：《金融发展研究》2011年第11期60-65,共6页Journal Of Financial Development Research

摘　　要：本文运用我国2006—2009年34家商业银行的127个面板数据,对资本约束、治理机制对于银行风险承担的影响进行了实证研究。结果发现:银行的风险主要与银行的治理机制有关、与银行的资本约束无关,银行的第一大股东持股比例以及董事会的规模与银行的风险负相关,高管的薪酬与银行风险正相关。银行资本的变动受到两者的共同影响。We do empirical research on the influence of capital regulation, governance mechanism on bank risk undertaking by utilizing data of China＇s bank industry from 2006 to 2009 which contains 34 banks and 127 observations. Our regression results shows that bank risk undertaking has relationship with governance mechanism, while there is no relationship between bank risk taking and capital regulation. Banks＇ biggest block holders＇ share and the size of board is negative related to bank risk undertaking. The compensation of managers has positive effect on bank risk undertaking. Banks whose capital adequacy ratio is beyond the required one have the motivation to improve capital adequacy ratio. The more shares held by the biggest block holders, the more independent of the boards, the more high of the bank capital adequacy ratio. If the top ten shareholders hold more shares and the managers have higher remuneration, the bank will have lower capital adequacy ratio.

关 键 词：资本约束 治理机制 风险承担 商业银行 

分 类 号：F830.33[经济管理—金融学]