我国商业银行董事会治理与风险管理能力分析-analysis of board governance and risk management ability of commercial banks in china.docxVIP

Abst Abstract PAGE PAGE III from the model, we could measure commercial banks’ capability of risk management. Regarding structure features of director board, features of stimulating, features of behavior as three dimension of board governance, we built models to study the relation between board governance and the capability of risk management. Results of the empirical study reveal that commercial banks’ capability of risk management have been being enhanced year by year since 2009, but the capability to manage and control the risk of exchange rate still need further improvement. It is also clear that the size of the board, portion of independent board member, whether there was a CRO or not, share option of board members as well as the frequency of board meetings can significantly enhance the commercial banks’ risk management capability. On the contrary, the integration of chairman and CEO weakens the risk management capability. The portion of female board members and whether independent board members are present in person at board meeting failed to significantly influence the capability of risk management, which shows that the above mentioned two factors have limited impacts on strengthening the commercial banks’ risk management capability ， and the formalism is existed. Results of significance test shows that director’s remuneration and allowance of independent director were not necessarily linked with commercial banks’ capability of risk management, which is in accordance with the expectancy theory. Key words: commercial banks；board governance；risk management；assessment criteria 目 目 录 目 录 第一章 绪论 1 第一节 选题的背景与意义 1 一、问题的提出 1 二、理论意义 2 三、现实意义 3 第二节 研究方法与创新 3 一、研究思路与框架 3 二、创新点 6 第二章 商业银行公司治理与风险管理 7 第一节 理论分析 7 一、委托代理理论 7 二、博弈论 8 三、期望理论 8 第二节 商业银行公司治理 9 一、以加强银行公司治理的原则为基础的国际新准则 9 二、以董事会为核心的我国商业银行公司治理机制 9 第三节 商业银行风险管理 12 一、巴塞尔协议为基础的国际银行业风险管理 12 二、我国商业银行风险管理 15 第三章 商业银行董事会治理与风险管理 19 第一节 董事会治理与风险管理能力的文献综述 19 一、董事会规模在风险管理中的作用没有形成统一的观点 20 二、增加独立董事的比例有利于