非利息收入对上市银行风险影响研究

发布时间：2018-04-25 19:59

本文选题：非利息收入 + 上市银行　；参考：《哈尔滨工业大学》2015年硕士论文

【摘要】：在金融脱媒程度加深、市场利率化进程的不断推进和金融服务需求多元化的背景下,我国商业银行的存贷利差呈现逐渐缩小的趋势,商业银行传统盈利渠道受到了较大压力。拓展新的业务收入来源,增加资金的使用效率,是我国商业银行在转型发展中面临的新任务。近年来非利息收入在我国发展迅速,各大商业银行开始从战略经营的角度加大了非利息收入的发展水平,并将非利息收入作为业绩考核的重要指标。虽然开展非利息收入能够拓展商业银行利润来源,增加商业银行的收益,但是非利息收入的快速发展所引起的风险问题,也应该引起商业银行的重视。在已有的非利息收入研究基础上,首先阐述了范围经济理论、投资组合理论在非利息收入领域的应用,为商业银行开展非利息收入提供理论基础。其次,结合我国非利息业务发展现状,分析了非利息收入整体,非利息收入结构中的手续费及佣金收入和投资收益与上市银行风险的关系。最后,在实证研究部分,研究样本选取中国14家上市银行和7家代表性非上市银行2006年至2013年的年度面板数据,用Eviews软件分样本检验了非利息收入整体及非利息收入中的手续费及佣金收入和投资收益对上市银行风险水平的影响。根据实证研究结果可以得出:我国非利息收入业务结构发展不均衡,手续费及佣金收入占非利息收入的绝大部分,其占比平均约为86%,非利息收入结构与国外相比深度不足;在年收益增长率波动性分析中,非利息收入整体的波动性大于利息收入的波动性,非利息收入结构中投资收益的波动性最大,手续费及佣金收入的波动性小于非利息收入整体的波动性;与非上市银行相比,非利息收入整体占比的增加能够显著的降低上市银行的风险水平,手续费及佣金收入占比的增加能够显著的降低上市银行的风险水平,投资收益与上市银行风险之间存在不显著的正向关系。最后,根据实证结果提出上市银行应该提高非利息收入业务的发展深度、维持手续费及佣金收入的发展水平、加强投资收益的风险控制的建议。
[Abstract]:In the background of the deepening of the financial disintermediation, the continuous advancement of the process of the market interest rate and the diversification of the demand for financial services, the deposit and loan spreads of the commercial banks in China are gradually shrinking, and the traditional profit channels of commercial banks have been under great pressure. The new business income source and the increase of the efficiency of the use of funds are the commercial banks of China. The non interest income has been developing rapidly in China in recent years. The major commercial banks have begun to increase the development level of non interest income from the perspective of strategic management, and take non interest income as an important indicator of performance assessment. Although non interest income can expand the profit source of commercial banks, increase the profit source and increase the profit of commercial banks. The profit of commercial banks, but the risk problems caused by the rapid development of non interest income, should also arouse the attention of commercial banks. On the basis of the research on non interest income, this paper first expounds the theory of scope economy, the use of portfolio theory in the field of non interest income, and provides a theory for commercial banks to carry out non interest income. Secondly, according to the current situation of non interest business development in China, we analyze the relationship between the non interest income as a whole, the commission income and the investment income and the risk of the listed banks in the non interest income structure. Finally, in the empirical research part, the sample selected 14 Chinese banks and 7 representative non listed banks from 2006 to 2013. Annual panel data, using Eviews software samples to test the impact of non interest income as a whole and non interest income and commission income and investment income on the risk level of listed banks. According to the results of the empirical study, we can conclude that the development of non interest income business structure in China is unbalanced and the fee and commission income is not profitable. The majority of interest income is about 86%. The non interest income structure is less deep than the foreign income structure. In the Volatility Analysis of annual income growth rate, the volatility of non interest income is greater than the volatility of interest income. The volatility of investment income is the greatest in the non interest income structure, and the volatility of commission and commission income is small. The volatility of non interest income as a whole; compared with the non listed banks, the increase in the overall proportion of non interest income can significantly reduce the risk level of the listed banks, and the increase in the fee and commission income ratio can significantly reduce the risk level of the listed banks, and there is an unremarkable positive relationship between the investment income and the risk of the listed banks. Finally, according to the empirical results, it is suggested that the listed banks should improve the development depth of the non interest income business, maintain the development level of the Commission and commission income, and strengthen the suggestions for the risk control of the investment income.

【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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