非利息收入结构对上市银行绩效的影响研究

发布时间：2018-04-11 12:48

本文选题：上市商业银行 + 非利息收入结构　；参考：《华东交通大学》2017年硕士论文

【摘要】：近年来,银行融资成本上涨趋势明显,贷款利率受到限制,致使我国商业银行的存贷利差呈现逐渐缩小的趋势。为拓展新的业务收入来源,实现业务的多元化发展,需要探索开展非利息业务。但对于非利息业务是否能提高绩效,学者们由于研究对象和研究时间的不同并没有形成一致的结论。因而,结合中国实际情况进一步研究非利息业务与银行绩效之间的关系具有重要的现实意义。本文在已有的非利息收入研究基础上,首先介绍了非利息收入的相关概念、定义区分。接着通过非利息收入与中间业务收入和表外业务收入的业务范围比较,理清三者的涵盖范围是非利息收入的业务范围最广,其次是中间业务收入,最后是表外业务收入。再介绍了发展非利息收入的几种理论:范围经济理论、协同效应理论、多元化经营理论和金融创新理论,然后梳理了非利息收入对银行绩效的影响机理与研究假设,最后通过对商业银行数据的分析,找出不同类型银行非利息收入对绩效的影响情况,进而提出对应的发展建议。在实证部分本文选取了5家大型国有银行和11家股份制银行作为研究对象。因农业银行和光大银行2010年才上市,所以实证时数据选取的时间跨度为2010年-2015年总共6年时间,然后通过建立面板数据模型对非利息收入与银行绩效之间的关系进行了实证分析,并得出以下结论:(1)我国商业银行的传统信贷业务利润空间已受到严重挤压,客户多元化的需求也在不断加大,为适应这种发展趋势,必须发展非利息收入,这种发展方向也符合发达国家银行当前的经营模式。(2)我国非利息收入整体呈增长趋势,具体观察两类银行非利息业务结构时可发现,大型国有银行正在降低手续费及佣金收入比重,全面调整非利息收入结构。(3)两类银行非利息收入各结构组成部分对银行绩效的影响各不相同。手续费及佣金收入对大型国有银行的绩效提升影响要比股份制银行高,投资收益业务则相反,对股份制银行的绩效提升影响要比大型国有银行高。(4)其他解释变量对绩效的影响,两类银行不良贷款率与绩效均呈显著负相关,但资产规模能快速提升大型国有银行绩效,对股份制银行则无突出影响。
[Abstract]:In recent years, the increasing trend of bank financing cost and the restriction of loan interest rate have resulted in the decreasing of deposit and loan interest rate difference of commercial banks in our country.In order to expand the new revenue source and realize the diversified development of business, it is necessary to explore the development of non-interest business.But as to whether the non-interest business can improve the performance, the scholars have not reached the same conclusion because of the difference of the research object and the research time.Therefore, it is of great practical significance to further study the relationship between non-interest business and bank performance according to the actual situation in China.Based on the existing research on non-interest income, this paper first introduces the related concepts and definitions of non-interest income.Then by comparing the business scope of non-interest income with intermediate business income and off-balance-sheet business income, it is clear that the coverage of these three categories is the broadest, the second is intermediate business income, and the last is off-balance-sheet business income.Then it introduces several theories of developing non-interest income: scope economy theory, synergy effect theory, diversification theory and financial innovation theory, and then combs the influence mechanism and research hypothesis of non-interest income on bank performance.Finally, by analyzing the data of commercial banks, we find out the influence of non-interest income on the performance of different types of banks, and then put forward corresponding development suggestions.In the empirical part, 5 large state-owned banks and 11 joint-stock banks are selected as the research object.Since Agricultural Bank and Everbright Bank did not list until 2010, the time frame for empirical data selection is a total of six years from 2010 to 2015.Then the relationship between non-interest income and bank performance is empirically analyzed by establishing panel data model, and the following conclusions are drawn: (1) the profit space of traditional credit business of commercial banks in China has been severely squeezed.In order to adapt to this trend, we must develop non-interest income, which is in line with the current business model of developed country banks.When we specifically observe the non-interest business structure of the two types of banks, we can find that the large state-owned banks are reducing the proportion of fees and commission income.Comprehensive adjustment of the structure of non-interest income of the two types of bank non-interest income components of the structure of the impact on bank performance is different.The effect of commission and commission income on the performance of large state-owned banks is higher than that of joint-stock banks, whereas the impact of investment income on the performance of joint-stock banks is higher than that of large state-owned banks.There is a significant negative correlation between the non-performing loan ratio and the performance of the two types of banks, but the scale of assets can rapidly improve the performance of large state-owned banks, but has no significant effect on the joint-stock banks.
【学位授予单位】：华东交通大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42

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