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論文中文名稱:家族持股與董事會效能對金融業風險承擔之影響 [以論文名稱查詢館藏系統]
論文英文名稱:The Effects of Family Shareholding and Board Effectiveness on Risk-taking of Financial Industry [以論文名稱查詢館藏系統]
院校名稱:臺北科技大學
學院名稱:管理學院
系所名稱:商業自動化與管理研究所
畢業學年度:99
出版年度:100
中文姓名:顏敬倫
英文姓名:Chin-Lun Yen
研究生學號:98488037
學位類別:碩士
語文別:中文
口試日期:2011-06-20
論文頁數:66
指導教授中文名:林淑玲
口試委員中文名:張元晨;陳煒朋
中文關鍵詞:家族持股董事會效能風險承擔
英文關鍵詞:Family shareholdingBoard EffectivenessRisk-taking
論文中文摘要:金融海嘯爆發,震撼全球金融市場,造成世界各國經濟的衰退,引發人們對於市場的高度不信任,也暴露出公司在內部與外部監理機制的不佳,使得人們開始對於公司治理的重要性更加關注。由於台灣與中國多數企業皆為家族所控制,所以本研究以台灣與中國金融業為樣本探討在金融海嘯前後,家族持股與董事會效能對於風險承擔之影響。實證結果發現家族持股與風險承擔呈現顯著的負相關。董事會效能與風險承擔呈現顯著負相關。金融海嘯前後風險承擔之比較方面,在銀行業金融海嘯前的風險承擔所影響效果顯著高於金融海嘯後。相反的,保險與證券業卻呈現金融海嘯後的風險承擔所影響效果顯著高於金融海嘯前。綜合以上結果得知,首先,不論是銀行、保險或證券業家族持股與董事會效能的提升,確實可以降低金融業的風險承擔。最後,金融海嘯後,台灣與中國銀行業藉著董事會效能的提升,確實可以有效的降低銀行業的風險承擔,但卻與保險、證券業結果相反,可能在於產業特性的不同所致。
論文英文摘要:Since the financial tsunami hit global financial markets and lead global economics into recession, people has had little confidence in the market. It exposes the poor mechanism of internal and external supervision, and the significance of corporate governance is getting noticed. Most enterprises in Taiwan and the Peoples’ Republic of China are family-owned businesses. This study involves in the Taiwanese and Chinese financial industry and examines the influence of family ownership and board effectiveness on risk-taking in both the pre- and post- tsunami period. The result shows that a significant negative correlation is found between family ownership and risk taking. There is a significant negative correlation between board effectiveness and risk taking. Bank risk taking increases more significantly in the pre-tsunami period, in contrast to the post-tsunami period. Risk-taking of insurance and securities increases more significantly in the post-tsunami, in contrast to the pre-tsunami period.The increases of board effectiveness in banking, insurance or securities are able to decrease financial risk-taking. In the post- tsunami period, the banking in Taiwan and the Peoples’ Republic of China can reduce bank risk-taking with the advancement of board effectiveness, but it occurs opposite results in insurance and securities, resulting from the difference of industry characteristics.
論文目次:目錄
摘要 I
ABSTRACT II
誌謝 III
目錄 IV
表目錄 V
第一章 緒論 1
1.1研究動機與背景 1
1.2研究目的 3
第二章 文獻探討 4
2.1家族持股影響之相關研究 4
2.2董事會效能影響之相關研究 6
2.3金融業風險承擔之相關研究 9
第三章 研究方法 10
3.1研究假說與實證模型 10
3.2變數的操作性定義 15
3.3研究對象期間、資料來源 18
第四章 台灣金融業之實證結果 21
4.1敘述性統計分析 21
4.2相關性統計分析 21
4.3複迴歸統計分析 22
第五章 中國金融業之實證結果 26
5.1敘述性統計分析 26
5.2相關性統計分析 26
5.3複迴歸統計分析 27
第六章 結論 30
6.1研究結論 30
6.2後續研究與建議 32
參考文獻 33

表目錄
表3.1解釋變數對風險預期結果 14
表3.2台灣與中國金融業之樣本 20
表4.1台灣銀行業敘述性統計 40
表4.2台灣保險業敘述性統計 41
表4.3台灣證券業敘述性統計 42
表4.4台灣銀行業Pearson相關係數 43
表4.5台灣保險業Pearson相關係數 44
表4.6台灣證券業Pearson相關係數 45
表4.7台灣銀行業家族持股對風險承擔之影響 46
表4.8台灣保險業家族持股對風險承擔之影響 47
表4.9台灣證券業家族持股對風險承擔之影響 48
表4.10台灣銀行業董事會效能對逾放比率之影響 49
表4.11台灣銀行業董事會效能對信用風險之影響 50
表4.12台灣銀行業董事會效能對資本適足率之影響 51
表4.13台灣保險業董事會效能對總風險之影響 52
表4.14台灣保險業董事會效能對系統風險之影響 53
表4.15台灣證券業董事會效能對總風險之影響 54
表4.16台灣證券業董事會效能對系統風險之影響 55
表4.17台灣銀行業複迴歸分析預期與實證結果之比較 56
表4.18台灣保險、證券業複迴歸分析預期與實證結果之比較 56
表5.1中國銀行業敘述性統計 57
表5.2中國證券業敘述性統計 58
表5.3中國銀行業Pearson相關係數 59
表5.4中國證券業Pearson相關係數 60
表5.5中國銀行業董事會效能對逾放比率之影響 61
表5.6中國銀行業董事會效能對信用風險之影響 62
表5.7中國銀行業董事會效能對資本適足率之影響 63
表5.8中國證券業董事會效能對總風險之影響 64
表5.9中國證券業董事會效能對系統風險之影響 65
表5.10中國銀行、證券業複迴歸分析預期與實證結果之比較 66
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