我国银行治理特征与银行稳健性的关系研究  

On Relationship between Bank Corporate Governance and Stability

作　　者：陈守东[1] 张丁育[1] 

机构地区：[1]吉林大学数量经济研究中心/商学院,吉林长春130012

出　　处：《南京农业大学学报（社会科学版）》2015年第1期99-107,127,共9页Journal of Nanjing Agricultural University(Social Sciences Edition)

基　　金：国家社科基金项目"系统性金融风险与宏观审慎监管研究"(12BJY158);教育部重点研究基地重大项目"中国系统性金融风险防范与金融稳定性计量研究"(14JJD790043)

摘　　要：银行治理的有效运行直接影响着银行的风险状况,本文从治理结构特征、激励特征、股权特征三个方面衡量我国商业银行的治理特征,通过广义动态因子模型将多个银行治理特征变量合成银行治理特征因子,并构建Panel SVAR模型分析了银行治理特征对银行稳健的影响,结果表明对国有控股商业银行和股份制商业银行而言,银行治理效率因子对银行稳健性均产生正向冲击,银行治理非效率因子对银行稳健性具有短期的负向影响,而银行的稳健性水平均对银行治理效率因子具有正向影响。The effectiveness of bank corporate governance has a direct influence on the stability of banks.This paper evaluated bank corporate governance through the three characteristics——governance structure,incentive mechanism,and equity features,and these three characteristics were synthesised by generalized dynamic factor model for panel data.Panel SVAR model was built to estimate the impact of bank corporate governance characteristics on the soundness of bank.The results showed that the effectiveness of bank corporate governance has a positive influence on the bank soundness,and the inefficiency in bank corporate governance has an opposite impact.Furthermore,banking system soundness contributes to the effectiveness of bank corporate governance.

关 键 词：银行治理特征 银行稳健性 PANEL SVAR模型 

分 类 号：F830[经济管理—金融学]