臺灣博碩士論文加值系統

　　本文從2006年至2016年全球上市銀行的角度考察了董事會結構和公司治理對銀行系統風險的影響。實證結果表明，董事會規模越大， 獨立董事和女性董事的比例越高，可以顯著降低銀行的系統性風險。 此外，銀行高品質管理，銀行的系統風險就越大。

　　This paper examines the impact of the structure of the board of directors and corporate governance on the systematic risk of banks from the perspective of global listed banks from 2006 to 2016. The empirical results show that the larger the size of the board of directors, the higher the ratio of independent directors and female directors can significantly reduce the bank systemic risk. In addition, the higher the quality of bank management, the more significantly the systematic risk of the bank will be reduced. Our research contributes to promote effective corporate governance by studying and complimenting bank systemic risk.

版權宣告 i
中文摘要 ii
Abstract iii
TABLE OF CONTENTS iv
LIST OF TABLES vi
CHAPTER 1 1
INTRODUCTION 1
1.Research Background and Motivations 1
2.Thesis Structure 6
CHAPTER 2 7
LITERATURE REVIEW 7
1. Independent directors and bank performance 7
2. Bank Performance and Number of Board of Members 8
3. Relationship among financial crises, female directors and bank performance 10
CHAPTER 3 13
RESEARCH METHOD 13
1. Data collecting process, bank performance measurement and explanatory variables 13
2. Systemic Default Risk Measures 14
3. Empirical Model 19
CHAPTER 4 20
RESULT AND ANALYSIS 20
1. Empirical Results 20
2. The Impact of Risk Disclosure on VaR 20
3. The Impact of Risk Disclosure on VaR 21
4. Joint Impacts of Risk Disclosure and Risk Management on VaR 22
CHAPTER 5 24
CONCLUSIONS 24
1. Research Conclusion 24
REFERENCES 25
APPENDIX I 27
LIST OF TABLES
Table 1. 1 -Descriptive Statistics 27
Table 1. 2 - Correlation Matrix of Variables 28
Table 1. 3 - The Impacts of Risk Disclosure on Bank VaR with respect to confident intervals of 90%, 95%, and 99% 29
Table 1. 4 - The Impacts of Risk Management on Bank VaR with respect to confident intervals of 90%, 95%, and 99% 29
Table 1. 5- The Joint Impacts of Risk Disclosure and Risk Management on Bank VaR with respect to confident intervals of 90%, 95%, and 99% 30

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