非利息收入对我国上市商业银行风险影响的研究

发布时间：2018-01-08 17:07

本文关键词：非利息收入对我国上市商业银行风险影响的研究　出处：《南京师范大学》2014年硕士论文　论文类型：学位论文

【摘要】：在利率市场化进程不断加快、金融脱媒现象日益凸显、互联网金融以及民营银行加剧银行业竞争的背景下,我国的存贷利差将会越来越小,这会大量减少我国商业银行的利息收入。与此同时,我国商业银行的非利息收入持续较快增长,已经成为拉动商业银行收入的新动力。但是,目前我国商业银行对非利息收入进行风险管理的意识不强。而且,目前我国对非利息收入影响商业银行风险的研究还不多见。2008年爆发的金融危机显示对非利息收入风险缺乏有效的监管可能会造成很大损失,本文试图研究非利息收入对我国上市商业银行风险的影响。首先,本文在界定了非利息收入及其构成部分定义的基础上研究了国内外学者的研究成果。总结前人研究的成果发现,国外的非利息收入存在着一个从降低商业银行风险到提高商业银行风险的转变过程；国内对非利息收入影响我国商业银行风险的研究较少而且方法单一。其次,本文分析了非利息收入增加商业银行风险的机制,并梳理了非利息收入分散商业银行风险的资产组合理论。增加商业银行风险和降低商业银行风险这两种相互对立的力量使得难以仅从理论层面判断非利息收入对商业银行风险的影响结果。再次,本文依据系统GMM模型,借助我国14家上市商业银行2007年第三季度至2013年第三季度的财务数据进行实证研究非利息收入对我国上市商业银行风险的影响。实证结果表明：(1)非利息收入能够降低我国上市商业银行的盈利风险。手续费及佣金收入还能够在降低我国国有上市商业银行风险的同时提高其风险收益水平并且降低其信用风险；能够降低股份制上市商业银行盈利风险。但是,我国国有上市商业银行的投资收益由于其较剧烈的波动提高了国有上市商业银行的盈利风险。(2)对比非利息收入对国有商业银行与股份制商业银行风险的影响,可以得出与股份制商业银行相比,我国国有上市商业银行的非利息收入及其结构降低其盈利风险、提高其风险收益和分散其信用风险的作用要显著一些,但是国有上市商业银行的投资收益波动较大增加国有上市商业银行的风险,这主要是由于国有上市商业银行的非利息收入结构相对优化、其投资收入波动较大。最后,结合我国上市商业银行非利息收入的现状、收入结构和对我国上市商业银行风险的影响,本文对我国商业银行科学发展非利息收入、降低我国商业银行风险提出了一些具有针对性的建议。
[Abstract]:In the interest rate marketization process accelerating, financial disintermediation phenomenon increasingly prominent, Internet finance and private banks to intensify the banking industry competition background, China's deposit and loan spreads will become smaller and smaller. This will greatly reduce the interest income of commercial banks in China. At the same time, the non-interest income of commercial banks in China continues to grow rapidly, which has become a new driving force to stimulate the income of commercial banks. At present, China's commercial banks are not aware of the risk management of non-interest income. At present, there are few studies on the influence of non-interest income on commercial bank risk. The financial crisis in 2008 shows that the lack of effective supervision of non-interest income risk may cause a lot of losses. This paper attempts to study the impact of non-interest income on the risk of listed commercial banks in China. First of all, based on the definition of non-interest income and its components, this paper studies the research results of domestic and foreign scholars and summarizes the findings of previous studies. Foreign non-interest income has a process from reducing the risk of commercial banks to increasing the risk of commercial banks; There are few researches on the influence of non-interest income on the risk of commercial banks in China. Secondly, this paper analyzes the mechanism of non-interest income to increase the risk of commercial banks. And combing the portfolio theory of non-interest income dispersing commercial bank risk. Increasing commercial bank risk and reducing commercial bank risk make it difficult to judge non-interest income on the basis of theory. The effect of commercial bank risk. Thirdly, this paper is based on the system GMM model. Based on the financial data of 14 listed commercial banks from in the third quarter of 2007 to in the third quarter of 2013, this paper makes an empirical study on the influence of non-interest income on the risk of listed commercial banks in China. The empirical results show that:. (. 1). Non-interest income can reduce the profit risk of listed commercial banks in China. Fees and commission income can also reduce the risk of state-owned listed commercial banks and increase their risk return level and reduce their credit risk. ; It can reduce the profit risk of the joint-stock listed commercial banks. The investment income of the state-owned listed commercial banks increases the profit risk of the state-owned listed commercial banks because of its violent fluctuation. Compare the influence of non-interest income on the risk of state-owned commercial banks and joint-stock commercial banks. It can be concluded that compared with joint-stock commercial banks, the non-interest income and its structure of state-owned listed commercial banks reduce their profit risk, improve their risk return and disperse their credit risk. However, the fluctuation of investment income of state-owned listed commercial banks increases the risk of state-owned listed commercial banks, which is mainly due to the relative optimization of non-interest income structure of state-owned listed commercial banks. Its investment income fluctuates greatly. Finally, combining the current situation of non-interest income of listed commercial banks in our country, the income structure and the influence on the risk of listed commercial banks in China, this paper develops the non-interest income scientifically for the commercial banks of our country. Some suggestions are put forward to reduce the risk of commercial banks in China.
【学位授予单位】：南京师范大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F832.2

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