非利息收入对商业银行绩效与风险的影响研究

发布时间：2018-01-20 06:39

本文关键词： 商业银行非利息收入绩效风险　出处：《浙江大学》2017年硕士论文　论文类型：学位论文

【摘要】：自2008年次贷危机之后,全球主要金融体的商业银行均开始更加重视非利息收入业务,欧美等地的商业银行非利息收入占总营业收入比重甚至超过400%,逼近50%。国际金融环境和金融形势正在发生变化,商业银行正面临新的宏观金融环境,针对这一情况,向非利息收入业务转型是全球银行业在新金融形势下可能采取的一个重要战略。但是由于各国的金融环境不同,学者在之前的非利息收入对于银行的影响研究中没有将我国主要商业银行分类做细致的研究,导致研究结论的指向性较为宽泛。本文通过研究我国29家商业银行在2006-2015年的财务数据,将我国主要商业银行分为大型国有商业银行、股份制商业银行、城市商业银行三大类进行分别研究和比较,并综合分析了非利息收入对我国三类商业银行绩效与风险的影响。结果显示,对我国三大商业银行而言,最适合向非利息收入业务转型的商业银行是股份制商业银行,有提升绩效的作用,而其对风险的影响并不显著。而大型商业银行则和国际上普遍的研究观点一致,即非利息收入虽然会带来额外的绩效,但也会导致额外的风险,需要大型商业银行合理转型。对城市商业银行而言,由于高度依赖地区借贷的特性,非利息收入的影响并不显著,仍应以净利息收入为最核心业务。论文还提出了若干政策建议。
[Abstract]:Since the subprime mortgage crisis in 2008, commercial banks of major financial institutions around the world have begun to pay more attention to non-interest income business. The proportion of non-interest income of commercial banks in Europe and the United States to total operating income even exceeds 400, approaching 500.The international financial environment and financial situation are changing. Commercial banks are facing a new macro financial environment, in response to this situation. The transition to a non-interest income business is an important strategy that the global banking industry may adopt in the new financial situation, but the financial environment varies from country to country. Scholars in the previous research on the impact of non-interest income on banks did not do a detailed study of the classification of major commercial banks in China. This paper studies the financial data of 29 commercial banks in China from 2006 to 2015 and divides the major commercial banks into large state-owned commercial banks. Three categories of joint-stock commercial banks and city commercial banks are studied and compared, and the impact of non-interest income on the performance and risk of the three commercial banks in China is comprehensively analyzed. For the three major commercial banks in China, the commercial banks most suitable for the transformation to non-interest income business are joint-stock commercial banks, which have the function of improving performance. While the impact on risk is not significant, the large commercial banks agree with the international research that non-interest income will bring about additional performance, but also lead to additional risk. For urban commercial banks, the impact of non-interest income is not significant due to their high dependence on the characteristics of regional lending. The core business should still be net interest income.
【学位授予单位】：浙江大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42

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