银行监管和股东属性对银行风险的影响——基于新兴经济体的监管数据分析

银行监管按世界银行的标准划分为总体监管和12类分项监管;银行大股东属性包括政府类、金融企业类、外资类等.总体监管可以有效地降低银行风险;大股东为工业类、金融类企业的银行能够更好地控制风险,而家族类银行的风险程度较高;通过对分项监管进行研究可以发现,加强对所有权、资本要求、经营活动限制、外部审计要求、流动性、存款保险制度、退出及监管效率八个方面的监管可降低银行总体风险,而加强准入、内部管理、资产分类配置、信息披露这四类监管反而会增加银行总体风险.

The Impact of Bank Supervision and Shareholder Attributes on Bank Risk--An Analysis of Regulatory Data Based on Emerging Economies

According to the World Bank standard,banking supervision can be divided into general supervision and 12 types of sub supervision.The attributes of major shareholders of the bank include government,financial enterprises,and foreign investment,etc.The data of 123 banks from 12 emerging economies are selected in this paper to analyze the impact of bank supervision and shareholder attributes on bank risk.The result shows that:overall supervision can effectively reduce bank risks;the banks such as industrial banks and financial banks whose shareholders are large shareholders can better control risks;the degree of risk that family banks are faced with is relatively higher.After studying on sub-regulation,it is found that strengthening supervision on ownership,capital requirements,business activity restrictions,external audit requirements,liquidity,deposit insurance system,withdrawal and regulatory efficiency could reduce the overall risk of the banks.However,enhancing access,internal management,asset classification configuration and information disclosure would increase the overall risk of the banks.