【作者】 刘佳；

【导师】 谭春枝；

【作者基本信息】 广西大学 ， 金融学， 2014， 硕士

【摘要】 21世纪以来,我国商业银行取得了巨大的成就,在国际舞台上的地位逐步提升,尤其是2008年的金融危机之后更是成为全球学术界和金融界重点关注的对象之一。目前,在银行并购席卷全球的浪潮下,扩张已经成为我国商业银行发展的主要趋势,但在扩张的同时必然会产生新的问题,加剧银行风险的形成,这是不容忽视的。为了继续保持我国金融市场的健康可持续发展,将我国商业银行的规模与风险结合起来研究很有必要。只有这样才能全面了解我国商业银行的发展状况,只有这样才能为我国商业银行的稳定发展提供有价值的政策建议。本文首先对我国银行规模和风险的相关理论进行概述；然后,分析我国商业银行规模和风险的发展状况；再次,基于2004年—2012年我国20家商业银行的相关数据从实证出发研究我国商业银行规模与风险之间的关系并对所得出的结论进行稳健性分析；最后,在前述分析论证的基础上总结结论并提出相应的政策建议。实证结果表明,我国商业银行规模与风险之间存在显著的正相关关系,而且当银行资产增长率低于40%时,银行风险随资产规模增长速度的加快逐步降低；当银行资产增长率高于40%时,随着资产规模增长速度的加快,银行风险是越来越大的。更多还原

【Abstract】 Since the21st century, our country commercial bank not only has made great achievements, but also its status in the international arena gradually increased, especially after the financial crisis of2008it has become an important object of global academic and financial circle. At present, in the global wave of bank mergers and acquisitions expansion has become the main trend in the development of commercial Banks in China, but at the same time of expansion new problems will be inevitably produced that intensified the formation of the bank’s risk, this is not allow to be ignored. In order to continue to maintain the healthy and sustainable development of financial markets in our country, it is necessary to combine bank’s scale and risk to research our country commercial banks. Only in this way can truly reflect the status development of our country commercial bank and provide valuable help and policy suggestions for the stable development of China’s commercial Banks.This article firstly summaries related theory about bank scale and risk; And secondly, carries on the analysis to the status of our country commercial bank size and risk; thirdly, from empirical study researches the relationship between the scale of China’s commercial Banks and risk based on the2004-2012related annual data of China’s commercial Banks; Finally, sums up the conclusion and put forward the corresponding policy recommendations on the basis of the foregoing analysis. The empirical results show that there is a significant positive correlation between our country Commercial Banks’ scale and risk, and when the bank asset growth rate is lower than40%, the bank’s risk with the asset scale growth speed gradually reduce; when the bank asset growth rate is higher than40%, with the speeding up of the growth rate of assets, the bank’s risk is bigger and bigger.更多还原