公司治理、资本监管与银行风险承担
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引用本文:顾海峰,闫 君.公司治理、资本监管与银行风险承担[J].财经理论与实践,2020,(6):2-9
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作者单位
顾海峰,闫 君 (东华大学 旭日工商管理学院,上海 200051) 
中文摘要:选取2007-2017年中国25家上市银行数据,采用面板回归模型对公司治理与资本监管对银行风险承担的影响进行实证分析。研究表明:股权集中度与银行风险承担之间呈正U型关系,较低的股权集中度会降低银行风险资产配置权重,股权集中度的提升会加大银行风险承担。董事会规模会促进银行风险承担,董事会规模过大将平滑单个董事表决权,导致董事会控制效率下降而引发银行经营决策频繁变动,由此加大银行风险承担。资本监管会抑制银行风险承担,资本监管的趋严促使银行减持风险资产进行资本补充;资本监管对股份制银行、国有大型银行与城农商银行风险承担的影响力度依次递减。货币供给增速的放缓将降低银行存款吸收能力,由此加大银行流动性风险,货币供给对银行信贷存在制约效应;经济增速的下调将降低企业盈利能力,由此加大银行风险承担,银行存在顺周期放贷倾向。
中文关键词:公司治理  资本监管  银行风险承担  股权集中度  资本充足率
 
Corporate Governance,Capital Regulation and Bank Risk-taking
Abstract:This paper gives an empirical analysis on the impact of corporate governance and capital regulation on bank risk-taking. This result shows that: There is a U-type relationship between ownership concentration and bank risk-taking. The low degree of ownership concentration will reduce risk assets weight from bank, and the increasing of ownership concentration will increase bank risk-taking. The size of the board will promote bank risk-taking, and excessive board size will weaken voting rights of individual and decrease control efficiency of the board, which will lead to frequent change of bank operation and increase bank risk-taking. Capital regulation will inhibit bank risk-taking, and increasing of capital adequacy ratio will encourage bank to supply capital by reducing risk assets, and the impact of capital regulation on the risk-taking of joint-stock banks, state-owned large banks and city rural commercial banks is decreasing in turn. The slowdown in money supply growth rate will reduce bank deposit absorption capacity and add bank liquidity risk, and money supply to bank credit exists restrictive effect. The downward adjustment of economic growth rate will reduce corporate profitability capacity and increase bank risk-taking, and banks exist the tendency to pro-cyclical lending.
keywords:corporate governance  capital regulation  bank risk-taking  ownership concentration  capital adequacy ratio
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