我国中小银行风险控制能力的主成分分析——基于公司治理视角

Principal Component Analysis on the Risk Control Abilities of Chinese Small and Medium-Sized Banks from the Perspective of Corporate Governance

文章以我国上市的11家中小银行为样本,根据其2013年半年度报告,基于公司治理视角,选取八个具有代表性的指标,利用SPSS19.0对我国中小银行风险控制能力进行主成分分析。实证结果表明,基于选定的指标和数据,为提高风险控制能力,加强和完善我国中小银行公司治理各种机制的重要性依次递减为:外部治理中的资本充足率监管机制和信息披露机制、内部治理中的股东治理机制和董事会治理机制、内部治理中的股权制衡机制。由此提出加大外部监管力度,强化中小银行资本充足率监管机制;优化股权结构,完善中小银行董事会治理机制;重视引进并且稳定境外战略投资者等建议。

Taking 11 Chinese listed small and medium - sized banks as a sample, and according to their semi - annual reports in 2013 ,this paper selects eight representative indicators to perform the principal component analysis on the risk control abilities of Chinese small and medium - sized banks from the perspective of corporate governance with the SPSS19.0. The empirical results show that based on selected indicators and data, and in order to improve risk control abilities, the importance of various mechanisms to strengthen and improve the corporate governance of Chinese small and medium - sized banks is in the following descending order： capital adequacy ratio regulatory mechanism and information disclosure mechanism of external governance, shareholder and board governance mecha- nisms of internal governance, equity balance mechanism of internal governance. Thus this paper proposes to strengthen the external regulation and capital adequacy ratio regulatory mechanisms of small and medium - sized banks, optimize the ownership structure and improve the board governance mechanisms of small and medium -sized banks, pay attention to the introduction and stabilization of foreign strategic investors.