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公司治理与银行风险承担的关系是当前国内外重要的研究课题,但国内相关方面的研究却很有限。本文基于面板数据(Panel Data)回归模型,选取中国15家上市银行为研究样本,研究期间为2007-2013年,以不良贷款率和加权风险资产占比为被解释变量,探讨了董事会、独立董事、监事与银行风险承担之间的关系。研究发现,董事会规模、董事长是否兼任CEO与银行风险承担显著正相关;董事持股、董事会成员变动、董事会召开次数与银行风险承担的关系不显著,方向也不明确;独立董事比例和监事人数都与银行风险显著负相关。
The relationship between corporate governance and bank risk exposure is currently an important research topic at home and abroad, but the research on related aspects in China is very limited. Based on the panel data regression model, this paper selects 15 Chinese listed banks as the research sample and the research period ranges from 2007 to 2013. Taking the proportion of non-performing loans and weighted risk assets as explanatory variables, this paper discusses the relationship between the board of directors and independent directors , Supervisors and the relationship between bank risk exposure. The study found that the size of the board of directors and whether the chairman of the board concurrently plays a significant role in the risk-taking of CEO are significantly and positively related to the bank’s risk appetite. The number of board members, the change of the board of directors and the number of board meetings are not significant and the direction is not clear. The proportion of independent directors and the number of supervisors There is a significant negative correlation with bank risk.