金融理论与实践
金融理論與實踐
금융이론여실천
FINANCIAL THEORY AND PRACTICE
2013年
2期
37-41
,共5页
薪酬激励%银行绩效%银行风险
薪酬激勵%銀行績效%銀行風險
신수격려%은행적효%은행풍험
salary incentive%bank performance%bank risk
通过采集2005年至2011年国内14家在上交所上市的股份制商业银行的数据,实证分析了银行行长薪酬与银行绩效之间的关系,并将银行行长薪酬和银行绩效作为自变量,进一步检验了银行行长薪酬、银行绩效与银行风险的关系.文中引用了一个模型对总风险、系统性风险和非系统性风险进行估算,从而作为衡量银行风险的指标进行回归.研究结果表明,银行行长薪酬与银行绩效、银行风险不存在显著的相关性,但是银行绩效与银行风险存在正相关关系.
通過採集2005年至2011年國內14傢在上交所上市的股份製商業銀行的數據,實證分析瞭銀行行長薪酬與銀行績效之間的關繫,併將銀行行長薪酬和銀行績效作為自變量,進一步檢驗瞭銀行行長薪酬、銀行績效與銀行風險的關繫.文中引用瞭一箇模型對總風險、繫統性風險和非繫統性風險進行估算,從而作為衡量銀行風險的指標進行迴歸.研究結果錶明,銀行行長薪酬與銀行績效、銀行風險不存在顯著的相關性,但是銀行績效與銀行風險存在正相關關繫.
통과채집2005년지2011년국내14가재상교소상시적고빈제상업은행적수거,실증분석료은행행장신수여은행적효지간적관계,병장은행행장신수화은행적효작위자변량,진일보검험료은행행장신수、은행적효여은행풍험적관계.문중인용료일개모형대총풍험、계통성풍험화비계통성풍험진행고산,종이작위형량은행풍험적지표진행회귀.연구결과표명,은행행장신수여은행적효、은행풍험불존재현저적상관성,단시은행적효여은행풍험존재정상관관계.
By collecting the data of 14 Joint-stock commercial banks from 2005 to 2011, we analyzed the relationship between salary incentive of bank president and its performance. Then we used salary incentive and the performance as the independent variables so that we can study the relationship among salary incentive, performance and bank risk. The article quoted a model which can estimate the total risk, idiosyncratic risk and systematic risk so that I can use them to make a Regression Analysis. As the result, there is no significant correlation among salary incentive, bank performance and its risk, but there is positive relationship between performance and risk.
