非利息业务对我国商业银行绩效影响的研究
发布时间:2018-04-03 16:45
本文选题:非利息业务 切入点:银行绩效 出处:《东北财经大学》2013年硕士论文
【摘要】:西方国家的金融环境自20世纪70年代起发生了较大的变化,金融管制的逐渐放松、金融技术的广泛应用与开发及同业竞争的日益加剧使得商业银行传统利息收入日益减少,生存压力越来越大。在这种环境下,西方商业银行逐渐认识到业务转型的重要性,纷纷加大了非利息业务的发展力度,掀起了发展非利息业务的浪潮。 在我国,金融市场的不断对外开放使得越来越多的外资银行进入国内,于此同时非银行金融机构也在不断兴起,这给依靠传统利息收入获取收益的国内商业银行带来了很大的竞争压力。为了在激烈的市场竞争中占据有利地位,我国商业银行开始认识到调整收入结构的重要性,试图通过加大非利息业务的发展力度来改善绩效。然而,提高非利息业务的比重能否改善银行的绩效,国内外学者对这一课题的研究并没有得出一致的结论,还有很多问题值得进一步的探讨。 首先,本文在以往研究的基础上分别阐述了国内外对非利息收入概念的界定。在此基础上本文从企业多元化、范围经济、金融创新三个角度分别说明了商业银行通过拓展非利息业务来改善绩效的理论基础。接着,本文在分析我国非利息业务发展现状的基础上,比较了中西方国家非利息业务的发展差异。在实证研究部分,本文以中国106家银行2001-2011年的数据为研究样本,采用非线性面板平滑转换回归(PSTR)模型分别检验了非利息收入及手续费和佣金净收入对银行绩效的影响,结果显示非利息收入对银行绩效的贡献拐点在21%左右,当非利息收入占比小于21.33%时,其占比的增加使得银行绩效得到提升,但是提升的速度逐渐递减;当非利息收入占比大于21.33%时,非利息收入占比的增加不仅不能提升银行绩效,反而降低了银行绩效;手续费和佣金净收入对银行绩效的贡献拐点在25%左右,当手续费和佣金净收入占比小于25.21%时,其占比的增加可以提高银行绩效,但边际贡献度在逐渐降低;当手续费和佣金净收入占比大于25.21%时,其占比的增加却伴随着银行绩效的降低。在本章最后从非利息业务成本和收益的角度说明了造成非线性结果的原因。最后,本文总结了研究结论,并在此基础上提出了有效改善我国商业银行非利息业务的政策建议。针对非利息收入对银行绩效的非线性影响,一方面政府部门要加快利率市场化进程,另一方面商业银行要拓展高附加值非利息业务,改善业务构成,同时要加强与非银行金融机构战略合作,实现共赢;针对手续费和佣金净收入对银行绩效的非线性影响,商业银行一方面要根据非利息业务开展的实际情况合理规划非利息收入占比,另一方面完善人才培养战略,打造高素质人才队伍。 本文的创新点主要体现在以下两个方面:一方面本文不仅论述了我国商业银行非利息业务的发展现状,而且总结了西方发达国家非利息业务的发展特点,在此基础上论述了我国与西方国家非利息业务的发展差距;另一方面以往的研究主要是从理论角度定性分析非利息业务与银行绩效之间的非线性关系,而本文则通过建立非线性面板平滑转换回归(PSTR)模型定量检验了两者之间的非线性关系,并从非利息业务成本和收益的角度说明了造成非线性结果的原因。
[Abstract]:The financial environment of western countries has changed greatly since the 1970s , the gradual relaxation of financial regulation , the wide application of financial technology and the increasing competition of the same industry have made the traditional interest income of commercial banks increasingly reduced and the survival pressure is increasing . In this environment , western commercial banks have gradually realized the importance of business transformation , and have stepped up the development of non - interest business , and set off the wave of developing non - interest business .
In China , the continuous opening of financial markets has enabled more and more foreign banks to enter the country . At the same time , non - bank financial institutions are rising . In order to occupy a favorable position in the fierce market competition , China ' s commercial banks have begun to realize the importance of adjusting the income structure and try to improve the performance by increasing the development of non - interest businesses . However , it is not unanimous conclusion that the research on this subject has not been reached by scholars at home and abroad .
Firstly , the definition of the concept of non - interest income at home and abroad is expounded on the basis of the previous research . Based on the analysis of the present situation of non - interest business in China , this paper compares the development of non - interest income and commission net income on the performance of banks by expanding non - interest business .
When the proportion of non - interest income accounts for more than 21.33 % , the increase of non - interest income will not only raise bank performance , but lower bank performance .
The contribution of fees and commission net income to bank performance is about 25 % . When the net income of commission and commission accounts for less than 25.21 % , it can raise bank performance , but marginal contribution is gradually decreasing .
At the end of this chapter , the paper summarizes the research conclusion and puts forward the policy suggestion to improve the non - interest business of commercial banks in our country . At last , the paper summarizes the research conclusion and puts forward the policy suggestion to improve the non - interest business of commercial banks in China . At last , the government should speed up the market process of interest rate , and on the other hand , the commercial banks should expand the non - interest business of high value added value and improve the structure of the business , meanwhile , we should strengthen the strategic cooperation with non - bank financial institutions , and realize win - win ;
In view of the non - linear effect of fees and net income on bank performance , commercial banks should reasonably plan non - interest income ratio according to the actual situation of non - interest business , and improve personnel training strategy and build a high - quality talent team .
The innovation point of this paper is mainly embodied in the following two aspects : On the one hand , this paper not only discusses the development of non - interest business of commercial banks in China , but also summarizes the development characteristics of non - interest business in developed countries . On the basis of this , the development gap between China and the non - interest business of western countries is discussed .
On the other hand , the previous research mainly analyzes the nonlinear relationship between non - interest business and bank performance from the perspective of theoretical angle , and this paper quantitatively tests the nonlinear relation between non - interest business and bank performance by establishing nonlinear panel smooth transition regression ( PSTR ) model , and explains the cause of non - linear result from the angle of non - interest business cost and income .
【学位授予单位】:东北财经大学
【学位级别】:硕士
【学位授予年份】:2013
【分类号】:F832.2
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