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| Title: | 中國商業銀行海外布局之風險
The Risk-taking on Internationalization of Commercial Banks in China |
| Authors: | 林宛璇
Lin, Wan Hsuan |
| Contributors: | 李桐豪
Li,Tong Hao
林宛璇
Lin, Wan Hsuan |
| Keywords: | 中國
銀行
風險
國際化
China
Banking
Risk
Internationalization |
| Date: | 2015 |
| Issue Date: | 2015-08-17 14:08:52 (UTC+8) |
| Abstract: | 本文主要探討中國銀行業國際化與風險之關係。由於政府政策利多、人
民幣國際化以及中國企業”走出去”策略，提供中國銀行業絕佳的國際化機
會與環境。然而，國際化過程勢必使銀行承受更多來自國際化的波動風險，因此本文旨在探討中國銀行業在此國際化浪潮下是否更應注意風險提升的可能性。本研究以 2009 年至 2013 年中國銀行業為樣本進行實證分析。實證結果顯示，國際化活動確實為中國的銀行帶來較高的風險，也同時發現規模小以及管理階層品質較差的銀行，其風險水準也較高。另外，本研究也將中國獨特的銀行業結構納入迴歸分析，結果發現五大國有銀行較股份制銀行以及城市銀行擁有較高的風險。國有銀行具規模大、管理品質佳且國際化的特質，我們發現國際化因素更甚於規模以及管理階層品質，而導致五大國有銀行呈現較高的風險水平。本研究除了解國際化會導致銀行風險提高，亦探討不同擴張區域的選擇是否也會影響銀行的風險。結果顯示，選擇亞洲區域為擴張據點將使銀行產生較高的風險。
The purpose of this paper is to analyze the impact of internationalization on bank risk in Chinese banking industry. Since Chinese banks rapidly expand their
international operation, we want to examine whether Chinese banks suffer more risks when they expose themselves to the global economic environment. We use a
simple regression model to analyze Chinese banks during 2009 to 2013. According to our empirical results, internationalization will cause Chinese banks at a riskier level than those pure domestic banks. Moreover, smaller bank and worse managerial quality also increase bank risks. Besides, we include China’s special banking structure in our regressions and observe that China’s state-owned banks (BigFive) have the highest risks although they have bigger size and better quality of
management. The result illustrates that internationalization is a factor that influences more on bank’s risks, comparing to sizes and quality of management. We also show that bank expands in different regions have different risk level. For instance, banks exposing more in Asia possess higher potential risks. |
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| Description: | 碩士
國立政治大學
金融研究所
102352009 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0102352009 |
| Data Type: | thesis |
| Appears in Collections: | [Department of Money and Banking] Theses
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