本文選題：非利息業(yè)務(wù)　切入點(diǎn)：銀行績效　出處：《東北財(cái)經(jīng)大學(xué)》2013年碩士論文

【摘要】：西方國家的金融環(huán)境自20世紀(jì)70年代起發(fā)生了較大的變化,金融管制的逐漸放松、金融技術(shù)的廣泛應(yīng)用與開發(fā)及同業(yè)競爭的日益加劇使得商業(yè)銀行傳統(tǒng)利息收入日益減少,生存壓力越來越大。在這種環(huán)境下,西方商業(yè)銀行逐漸認(rèn)識到業(yè)務(wù)轉(zhuǎn)型的重要性,紛紛加大了非利息業(yè)務(wù)的發(fā)展力度,掀起了發(fā)展非利息業(yè)務(wù)的浪潮。 在我國,金融市場的不斷對外開放使得越來越多的外資銀行進(jìn)入國內(nèi),于此同時非銀行金融機(jī)構(gòu)也在不斷興起,這給依靠傳統(tǒng)利息收入獲取收益的國內(nèi)商業(yè)銀行帶來了很大的競爭壓力。為了在激烈的市場競爭中占據(jù)有利地位,我國商業(yè)銀行開始認(rèn)識到調(diào)整收入結(jié)構(gòu)的重要性,試圖通過加大非利息業(yè)務(wù)的發(fā)展力度來改善績效。然而,提高非利息業(yè)務(wù)的比重能否改善銀行的績效,國內(nèi)外學(xué)者對這一課題的研究并沒有得出一致的結(jié)論,還有很多問題值得進(jìn)一步的探討。 首先,本文在以往研究的基礎(chǔ)上分別闡述了國內(nèi)外對非利息收入概念的界定。在此基礎(chǔ)上本文從企業(yè)多元化、范圍經(jīng)濟(jì)、金融創(chuàng)新三個角度分別說明了商業(yè)銀行通過拓展非利息業(yè)務(wù)來改善績效的理論基礎(chǔ)。接著,本文在分析我國非利息業(yè)務(wù)發(fā)展現(xiàn)狀的基礎(chǔ)上,比較了中西方國家非利息業(yè)務(wù)的發(fā)展差異。在實(shí)證研究部分,本文以中國106家銀行2001-2011年的數(shù)據(jù)為研究樣本,采用非線性面板平滑轉(zhuǎn)換回歸(PSTR)模型分別檢驗(yàn)了非利息收入及手續(xù)費(fèi)和傭金凈收入對銀行績效的影響,結(jié)果顯示非利息收入對銀行績效的貢獻(xiàn)拐點(diǎn)在21%左右,當(dāng)非利息收入占比小于21.33%時,其占比的增加使得銀行績效得到提升,但是提升的速度逐漸遞減；當(dāng)非利息收入占比大于21.33%時,非利息收入占比的增加不僅不能提升銀行績效,反而降低了銀行績效；手續(xù)費(fèi)和傭金凈收入對銀行績效的貢獻(xiàn)拐點(diǎn)在25%左右,當(dāng)手續(xù)費(fèi)和傭金凈收入占比小于25.21%時,其占比的增加可以提高銀行績效,但邊際貢獻(xiàn)度在逐漸降低；當(dāng)手續(xù)費(fèi)和傭金凈收入占比大于25.21%時,其占比的增加卻伴隨著銀行績效的降低。在本章最后從非利息業(yè)務(wù)成本和收益的角度說明了造成非線性結(jié)果的原因。最后,本文總結(jié)了研究結(jié)論,并在此基礎(chǔ)上提出了有效改善我國商業(yè)銀行非利息業(yè)務(wù)的政策建議。針對非利息收入對銀行績效的非線性影響,一方面政府部門要加快利率市場化進(jìn)程,另一方面商業(yè)銀行要拓展高附加值非利息業(yè)務(wù),改善業(yè)務(wù)構(gòu)成,同時要加強(qiáng)與非銀行金融機(jī)構(gòu)戰(zhàn)略合作,實(shí)現(xiàn)共贏；針對手續(xù)費(fèi)和傭金凈收入對銀行績效的非線性影響,商業(yè)銀行一方面要根據(jù)非利息業(yè)務(wù)開展的實(shí)際情況合理規(guī)劃非利息收入占比,另一方面完善人才培養(yǎng)戰(zhàn)略,打造高素質(zhì)人才隊(duì)伍。 本文的創(chuàng)新點(diǎn)主要體現(xiàn)在以下兩個方面：一方面本文不僅論述了我國商業(yè)銀行非利息業(yè)務(wù)的發(fā)展現(xiàn)狀,而且總結(jié)了西方發(fā)達(dá)國家非利息業(yè)務(wù)的發(fā)展特點(diǎn),在此基礎(chǔ)上論述了我國與西方國家非利息業(yè)務(wù)的發(fā)展差距；另一方面以往的研究主要是從理論角度定性分析非利息業(yè)務(wù)與銀行績效之間的非線性關(guān)系,而本文則通過建立非線性面板平滑轉(zhuǎn)換回歸(PSTR)模型定量檢驗(yàn)了兩者之間的非線性關(guān)系,并從非利息業(yè)務(wù)成本和收益的角度說明了造成非線性結(jié)果的原因。
[Abstract]:The financial environment of western countries has changed greatly since the 1970s , the gradual relaxation of financial regulation , the wide application of financial technology and the increasing competition of the same industry have made the traditional interest income of commercial banks increasingly reduced and the survival pressure is increasing . In this environment , western commercial banks have gradually realized the importance of business transformation , and have stepped up the development of non - interest business , and set off the wave of developing non - interest business .

In China , the continuous opening of financial markets has enabled more and more foreign banks to enter the country . At the same time , non - bank financial institutions are rising . In order to occupy a favorable position in the fierce market competition , China ' s commercial banks have begun to realize the importance of adjusting the income structure and try to improve the performance by increasing the development of non - interest businesses . However , it is not unanimous conclusion that the research on this subject has not been reached by scholars at home and abroad .

Firstly , the definition of the concept of non - interest income at home and abroad is expounded on the basis of the previous research . Based on the analysis of the present situation of non - interest business in China , this paper compares the development of non - interest income and commission net income on the performance of banks by expanding non - interest business .
When the proportion of non - interest income accounts for more than 21.33 % , the increase of non - interest income will not only raise bank performance , but lower bank performance .
The contribution of fees and commission net income to bank performance is about 25 % . When the net income of commission and commission accounts for less than 25.21 % , it can raise bank performance , but marginal contribution is gradually decreasing .
At the end of this chapter , the paper summarizes the research conclusion and puts forward the policy suggestion to improve the non - interest business of commercial banks in our country . At last , the paper summarizes the research conclusion and puts forward the policy suggestion to improve the non - interest business of commercial banks in China . At last , the government should speed up the market process of interest rate , and on the other hand , the commercial banks should expand the non - interest business of high value added value and improve the structure of the business , meanwhile , we should strengthen the strategic cooperation with non - bank financial institutions , and realize win - win ;
In view of the non - linear effect of fees and net income on bank performance , commercial banks should reasonably plan non - interest income ratio according to the actual situation of non - interest business , and improve personnel training strategy and build a high - quality talent team .

The innovation point of this paper is mainly embodied in the following two aspects : On the one hand , this paper not only discusses the development of non - interest business of commercial banks in China , but also summarizes the development characteristics of non - interest business in developed countries . On the basis of this , the development gap between China and the non - interest business of western countries is discussed .
On the other hand , the previous research mainly analyzes the nonlinear relationship between non - interest business and bank performance from the perspective of theoretical angle , and this paper quantitatively tests the nonlinear relation between non - interest business and bank performance by establishing nonlinear panel smooth transition regression ( PSTR ) model , and explains the cause of non - linear result from the angle of non - interest business cost and income .

【學(xué)位授予單位】：東北財(cái)經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.2

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