非利息收入业务对商业银行风险的影响研究
发布时间：2018-08-27 16:14
【摘要】：银行业的发展一直都是人们关注的焦点,特别是近些年来,利率市场化改革初步完成导致商业银行存贷利差减少、中国对外资商业银行准入限制逐渐放开、金融“脱媒”现象逐渐显现等一系列原因使商业银行依靠利差收入为主的盈利模式难以为继。商业银行为了谋求新的利润增长点,不得不加快金融产品创新,拓展非利息收入业务,实现利息收入业务与非利息收入业务均衡发展的经营收入结构转型。文章首先对国内外相关研究成果归纳总结,接着阐述了商业银行非利息收入业务与风险关系的理论基础及理论分析。再从整体规模和内部结构两个方面分析商业银行非利息收入业务的发展现状。在实证分析部分,文章选取中国65家商业银行作为研究对象,先对利息收入与非利息收入之间的相关性和波动性进行分析,初步探讨商业银行非利息收入业务对银行风险的影响;再利用单位根检验验证变量的平稳性,通过F值检验与Hausman检验选取合适的估计方法;随之建立回归模型对商业银行非利息收入业务与银行风险之间的关系进行实证分析;继而对回归结果进行稳健性检验。最后根据商业银行非利息收入的理论分析和实证分析得出结论,并提出政策建议。文章研究发现不同类别商业银行非利息收入与利息收入之间相关性有差异,国有银行相关性最弱,股份制商业银行相关性最强;不同类别商业银行非利息收入波动性不同,国有银行非利息收入波动性最弱,城市商业银行非利息收入波动性最强;我国国有银行非利息收入业务的发展对风险没有影响,而股份制商业银行、城市商业银行和农村商业银行非利息收入占比增加会加剧风险;非利息收入业务不同构成对银行风险影响不同,城市商业银行手续费佣金收入占比增加对于银行风险有分散作用,投资收益占比对银行风险影响不显著,而城市商业银行其他非利息收入占比上升却会增加风险。根据理论分析和实证研究结论,文章认为商业银行仍然要深化金融产品创新以促进业务多元化发展;合理安排非利息收入业务比例;优化非利息收入业务组成;非利息收入业务发展与商业银行规模相匹配以及相关部门要加强对非利息收入业务的监管。
[Abstract]:The development of the banking industry has always been the focus of attention, especially in recent years, the initial completion of the interest rate marketization reform has led to the reduction of deposit and loan spreads of commercial banks, and China has gradually opened up restrictions on the entry of foreign commercial banks. The phenomenon of financial disintermediation is becoming more and more obvious, which makes it difficult for commercial banks to rely on interest income as the main profit model. In order to seek the new profit growth point, commercial banks have to speed up the innovation of financial products, expand the non-interest income business, and realize the transformation of operating income structure with the balanced development of interest income business and non-interest income business. This paper first summarizes the relevant research results at home and abroad, and then expounds the theoretical basis and theoretical analysis of the relationship between non-interest income business and risk of commercial banks. Then it analyzes the development status of commercial banks' non-interest income business from two aspects of overall scale and internal structure. In the part of empirical analysis, 65 commercial banks in China are selected as the research object. Firstly, the correlation and volatility between interest income and non-interest income are analyzed. The influence of non-interest income business of commercial banks on bank risk is discussed preliminarily, and the smoothness of variables is verified by unit root test, and the appropriate estimation method is selected by F-value test and Hausman test. Then a regression model is established to analyze the relationship between the non-interest income business of commercial banks and the risk of the banks, and then to test the robustness of the regression results. Finally, based on the theoretical analysis and empirical analysis of non-interest income of commercial banks, a conclusion is drawn and policy recommendations are put forward. This paper finds that the correlation between non-interest income and interest income of different types of commercial banks is different, the correlation of state-owned banks is the weakest, the correlation of joint-stock commercial banks is the strongest, and the volatility of non-interest income of different types of commercial banks is different. The volatility of non-interest income of state-owned banks is the weakest, the volatility of non-interest income of urban commercial banks is the strongest, and the development of non-interest income business of state-owned banks in China has no effect on the risk, while the joint-stock commercial banks, Urban commercial banks and rural commercial banks will increase the proportion of non-interest income will aggravate the risk, non-interest income business of different components of the bank risk impact is different, The increase of commission income of urban commercial banks has a decentralized effect on bank risk, while the proportion of investment income has no significant effect on bank risk, while the increase of other non-interest income of urban commercial banks will increase the risk. According to the theoretical analysis and empirical research conclusion, the paper thinks that commercial banks should deepen the innovation of financial products to promote the diversified development of business, arrange the proportion of non-interest income business reasonably, optimize the composition of non-interest income business. The development of non-interest income business matches the scale of commercial banks and the relevant departments should strengthen the supervision of non-interest income business.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
本文编号：2207787
[Abstract]:The development of the banking industry has always been the focus of attention, especially in recent years, the initial completion of the interest rate marketization reform has led to the reduction of deposit and loan spreads of commercial banks, and China has gradually opened up restrictions on the entry of foreign commercial banks. The phenomenon of financial disintermediation is becoming more and more obvious, which makes it difficult for commercial banks to rely on interest income as the main profit model. In order to seek the new profit growth point, commercial banks have to speed up the innovation of financial products, expand the non-interest income business, and realize the transformation of operating income structure with the balanced development of interest income business and non-interest income business. This paper first summarizes the relevant research results at home and abroad, and then expounds the theoretical basis and theoretical analysis of the relationship between non-interest income business and risk of commercial banks. Then it analyzes the development status of commercial banks' non-interest income business from two aspects of overall scale and internal structure. In the part of empirical analysis, 65 commercial banks in China are selected as the research object. Firstly, the correlation and volatility between interest income and non-interest income are analyzed. The influence of non-interest income business of commercial banks on bank risk is discussed preliminarily, and the smoothness of variables is verified by unit root test, and the appropriate estimation method is selected by F-value test and Hausman test. Then a regression model is established to analyze the relationship between the non-interest income business of commercial banks and the risk of the banks, and then to test the robustness of the regression results. Finally, based on the theoretical analysis and empirical analysis of non-interest income of commercial banks, a conclusion is drawn and policy recommendations are put forward. This paper finds that the correlation between non-interest income and interest income of different types of commercial banks is different, the correlation of state-owned banks is the weakest, the correlation of joint-stock commercial banks is the strongest, and the volatility of non-interest income of different types of commercial banks is different. The volatility of non-interest income of state-owned banks is the weakest, the volatility of non-interest income of urban commercial banks is the strongest, and the development of non-interest income business of state-owned banks in China has no effect on the risk, while the joint-stock commercial banks, Urban commercial banks and rural commercial banks will increase the proportion of non-interest income will aggravate the risk, non-interest income business of different components of the bank risk impact is different, The increase of commission income of urban commercial banks has a decentralized effect on bank risk, while the proportion of investment income has no significant effect on bank risk, while the increase of other non-interest income of urban commercial banks will increase the risk. According to the theoretical analysis and empirical research conclusion, the paper thinks that commercial banks should deepen the innovation of financial products to promote the diversified development of business, arrange the proportion of non-interest income business reasonably, optimize the composition of non-interest income business. The development of non-interest income business matches the scale of commercial banks and the relevant departments should strengthen the supervision of non-interest income business.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
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