非利息收入对我国商业银行效率的影响研究

发布时间：2018-03-12 15:21

本文选题：非利息业务　切入点：商业银行　出处：《山西财经大学》2017年硕士论文　论文类型：学位论文

【摘要】：在很长一段时期中,我国商业银行以资产负债业务为主要盈利项。然而,近年来我国的金融环境发生了巨大的变化,商业银行业务中的存贷差额日益缩小,从而导致了我国商业银行传统存贷业务的发展空间日渐萎缩。随着市场的全面开放,利率市场化的进程加快,互联网金融的迅速发展使银行业的竞争日益激烈,单纯依靠借贷利差收入的盈利模式已经不再适应时代的发展需求,因而银行均把非利息收入看作重要的利润增长点。毋庸置疑,现在我国银行业需要解决的首要问题便是发展非利息业务、寻求新的利润增长点。在对非利息业务的研究过程中,大多数的研究者将重点放在了非利息业务与银行盈利性和风险性(稳定性)的关系问题上,并运用财务学的理论实施了深入细致的研究,研究结果却存在颇多争议,使得银行对非利息业务的发展陷入两难的困境。本文认为,无论非利息业务对银行具有积极的效应,还是拥有消极的效应,其实都是商业银行在进行非利息业务拓展、非利息产品创新后,银行效率得到提高或者损害的外在体现。效率是一个全面且综合的指标,不但可以反映经济实体的盈利水平,还可以反映其可持续发展和竞争能力,是银行竞争力的核心指标和集中体现。因此,本文基于经济学的角度,通过实证分析探讨非利息收入与商业银行效率的关系,试图对“非利息业务经济后果”之谜提出新的佐证。本文主要研究的是商业银行非利息收入对其效率的影响。首先,介绍了非利息收入的定义和特点以及银行效率的定义和测度方法。其次,简单介绍了我国非利息收入的成长历程,并对我国现阶段的非利息收入发展情况进行了详细地分析。再次,本文选取了在我国A股上市的16家商业银行2007~2015年的数据来研究非利息业务与银行效率之间的关系。先使用DEA-Malmquist模型测算了16家银行的全要素生产率,将其作为被解释变量用于衡量银行效率水平,再分别以非利息收入占比、手续费及佣金收入占比、投资收益占比为解释变量构建回归模型来分析非利息业务的发展对银行效率的影响。为了区分不同类型的商业银行,又将研究样本分为了三组:全体样本银行、大型国有商业银行和股份制商业银行,分别进行了分析,实证。实证结果表明:非利息收入、手续费及佣金收入与全体样本银行、股份制商业银行的银行效率显著正相关,投资收益与大型国有商业银行的银行效率显著正相关,其余不具有显著的相关性。鉴于以上研究分析,最后本文对发展非利息收入业务提出了相关的建议、对策,认为我国应该加大非利息收入的发展力度,并且要优化非利息收入结构。
[Abstract]:In a long period of time, the commercial banks of our country take asset-liability business as the main profit item. However, in recent years, great changes have taken place in the financial environment of our country, and the difference between deposits and loans in the business of commercial banks is shrinking day by day. As a result, the development space of the traditional deposit and loan business of commercial banks in our country is shrinking day by day. With the overall opening of the market, the process of interest rate marketization is speeding up, and the rapid development of Internet finance makes the competition of the banking industry increasingly fierce. The profit model, which simply depends on the interest rate difference income, is no longer adapted to the development needs of the times, so banks regard the non-interest income as an important profit growth point. The most important problem that needs to be solved in China's banking industry is to develop non-interest business and seek new profit growth points. Most researchers focus on the relationship between non-interest business and profitability and risk (stability) of banks, and use the theory of finance to carry out intensive research, but the results are quite controversial. This paper holds that whether non-interest business has positive effect or negative effect, commercial banks are developing non-interest business. After the innovation of non-interest products, the efficiency of banks is improved or damaged. Efficiency is a comprehensive and comprehensive index, which not only reflects the profit level of economic entities, but also reflects its sustainable development and competitiveness. Therefore, this paper, based on the angle of economics, discusses the relationship between non-interest income and commercial bank efficiency through empirical analysis. This paper mainly studies the influence of non-interest income on the efficiency of commercial banks. The definition and characteristics of non-interest income and the definition and measurement method of bank efficiency are introduced. Secondly, the growth process of non-interest income in China is briefly introduced. And the development of non-interest income in China at the present stage is analyzed in detail. In this paper, the data of 16 commercial banks listed in A shares from 2007 to 2015 are selected to study the relationship between non-interest business and bank efficiency. The total factor productivity (TFP) of 16 banks is measured by using DEA-Malmquist model. It is used as an explanatory variable to measure the efficiency of the bank, and then the percentage of non-interest income, fees and commission income, In order to distinguish different types of commercial banks, the study samples are divided into three groups: all sample banks. Large state-owned commercial banks and joint-stock commercial banks are analyzed respectively. The empirical results show that the non-interest income, commission income and commission income are significantly positively related to the bank efficiency of all sample banks and joint-stock commercial banks. Investment returns are significantly positively correlated with the efficiency of large state-owned commercial banks, while the rest have no significant correlation. In view of the above research and analysis, this paper puts forward some relevant suggestions and countermeasures for the development of non-interest income business. We should strengthen the development of non-interest income and optimize the structure of non-interest income.
【学位授予单位】：山西财经大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33

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