银行表外业务发展动因的理论与实证研究

发布时间：2018-06-29 17:47

本文选题：商业银行 + 关系型业务战略　；参考：《湖南大学》2015年硕士论文

【摘要】：随着金融中介之间的竞争加剧,我国银行业将更多的资源分配到表外业务中,截至2014年底,我国股份制商业银行的非利息净收入占比从2005年的6.51%上升到了21.37%。表外业务取得了较快的发展,且不同类型的银行表外业务发展类型也不同,这也意味着商业银行表外业务发展的不同动因。一种解释为战略驱动,表内外业务存在交叉销售策略,是一种关系型业务战略。商业银行通过降低表内业务定价维护良好的银企关系,从而为同一客户提供表外业务来弥补损失,或者通过降低表外业务定价来发展表外业务,而提升表内业务定价来补偿提升的总体风险,我们定义前者为第一类交叉销售策略,后者为第二类交叉销售策略。本文实证通过两个假设研究表内外业务之间是否存在交叉销售策略,进而探索表外业务的发展动因：假设一、表内外业务存在负(正)相关关系；假设二、风险影响系数将降低(提升)。利用51家商业银行2006-2012年的数据建立面板数据模型,进行实证分析,由于观测到的净利差既包含了模型内的纯利差,还包含了模型外的利差,因此本文的实证分为三个部分：第一部分,根据Angboz(1997)的做市商模型,从净利差中分离出纯利差,以纯利差代表表内业务定价。第二部分,从总体样本对根据交叉销售策略的两个假设进行检验。第三部分,将样本分为大银行和中小银行两个部分,分别进行两个假设检验,得出结论并进行稳定性分析。实证结果表明,表内外业务之间存在第一类交叉销售策略,表外业务的发展动因为关系型业务战略。分样本来看,中小商业银行表内外业务之间存在第一类交叉销售策略关系,是关系型业务战略,但不能判断大银行表内外业务之间是否存在交叉销售策略,因此,大银行是否为交易型业务战略还需进一步研究。
[Abstract]:As the competition between financial intermediaries intensifies, our banking industry allocates more resources to off-balance sheet business. By the end of 2014, the proportion of non-interest net income of joint-stock commercial banks has risen from 6.51% in 2005 to 21.37%. Off-balance sheet business has made rapid development, and different types of bank off-balance sheet business development types are different, which also means that commercial banks have different reasons for the development of off-balance sheet business. One is explained as strategic drive, and there is cross-selling strategy in and out-of-table business, which is a relational business strategy. Commercial banks maintain a good relationship between banks and enterprises by reducing the pricing of off-balance sheet business, thereby providing off-balance sheet business to the same customer to compensate for losses, or by reducing the pricing of off-balance sheet business to develop off-balance-sheet business. To compensate for the overall risk, we define the former as the first cross-selling strategy and the second as the second cross-selling strategy. This paper empirically studies whether there is a cross-selling strategy between off-balance sheet business and off-balance sheet business through two hypotheses: hypothesis one, negative (positive) correlation relationship between off-balance sheet business and off-balance sheet business, hypothesis 2, The risk impact factor will be reduced. Using the data of 51 commercial banks from 2006 to 2012 to set up the panel data model and make empirical analysis, because the observed net interest margin not only includes the net interest difference in the model, but also includes the interest difference outside the model. Therefore, this paper is divided into three parts: the first part, according to Angboz (1997) market maker model, the net interest margin is separated from the net interest margin, and the net interest margin is used to represent the business pricing in the table. In the second part, the two hypotheses of cross-selling strategy are tested from the overall sample. In the third part, the sample is divided into two parts: large bank and small bank. The empirical results show that there is the first cross-selling strategy between off-balance sheet business and off-balance sheet business, and the development of off-balance sheet business is based on relational business strategy. From the point of view of the sample, there exists the first kind of cross-selling strategy relationship between the internal and external business of small and medium-sized commercial banks, which is a relational business strategy, but it can not be judged whether there is cross-selling strategy between the inside and outside business of large banks, so, Whether big bank is transactional business strategy still needs further study.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.2

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