發(fā)布時間：2019-01-21 20:39

【摘要】：全球金融環(huán)境復雜多變，中國加入世貿(mào)組織后，金融領(lǐng)域逐步開放，外資銀行不斷涌入，市場競爭壓力加劇。中國的商業(yè)銀行面臨存貸利差變窄的現(xiàn)實情況，這給商業(yè)銀行傳統(tǒng)的經(jīng)營模式帶來嚴峻的考驗。為了改善資本充足率，提高服務水平和盈利能力，銀行不斷開展金融創(chuàng)新，進行多元化經(jīng)營，大力發(fā)展非利息收入業(yè)務，以降低對利差收入的高度依賴，從而促進盈利模式的轉(zhuǎn)型�？偨Y(jié)我國銀行業(yè)多元化業(yè)務的發(fā)展狀況，以及其對銀行收益狀況、風險水平的影響，對我國銀行業(yè)未來的發(fā)展有顯著的指導意義。 文章對國內(nèi)外學者關(guān)于銀行業(yè)務多元化對盈利能力和風險水平的影響方面的研究成果進行了梳理，從企業(yè)多元化經(jīng)營理論、范圍經(jīng)濟理論、協(xié)同效應理論幾個方面來探討商業(yè)銀行開展業(yè)務多元化的動因。然后介紹了銀行非利息收入業(yè)務的概念與特征，業(yè)務多元化的現(xiàn)狀等，為下文的實證分析提供理論支持。 在實證分析的部分，文章從銀行的規(guī)模、屬性（國有或股份制）兩個方面來分析銀行非利息收入對盈利能力和風險水平的影響。本文引入衡量銀行收入結(jié)構(gòu)多樣化程度的指標赫芬達爾指數(shù)和非利息收入占比指標NII，并進一步將非利息收入細分為手續(xù)費收入、投資收益、匯兌收益和其他收入，試圖發(fā)現(xiàn)赫芬達爾指數(shù)和非利息收入占比指標NII與銀行盈利能力和風險水平之間的關(guān)系。本文的樣本包括《中國金融統(tǒng)計年鑒》中有記載的14家銀行和我國已上市的13家上市銀行，數(shù)據(jù)來源于2000-2011年《中國金融統(tǒng)計年鑒》、CCER金融研究數(shù)據(jù)庫以及各銀行的年報，通過這些數(shù)據(jù)對所需要分析的指標進行量化，構(gòu)成非平衡面板數(shù)據(jù)，運用固定效應模型和動態(tài)面板數(shù)據(jù)GMM（Generalized methods ofmoments）估計方法對樣本進行估計檢驗，最后進行了穩(wěn)健性檢驗。實證結(jié)果表明，非利息收入占比的提高會給銀行帶來更多的收益，這種效果對于規(guī)模較小的銀行較為顯著，對于大規(guī)模銀行則不顯著。對于銀行風險水平的影響方面，多元化經(jīng)營并不能有效降低我國商業(yè)銀行的經(jīng)營風險。 在理論分析的基礎(chǔ)上，結(jié)合實證分析結(jié)果，文章提出如下建議：我國商業(yè)銀行在進一步開展非利息收入業(yè)務時要考慮到銀行自身的規(guī)模和專業(yè)化優(yōu)勢，有效利用多元化經(jīng)營模式，嚴格控制非利息業(yè)務的風險。在進行多元化戰(zhàn)略轉(zhuǎn)型時需謹慎，不能盲目擴張，，要根據(jù)自身的情況循序漸進，有針對地找到能夠發(fā)揮自身優(yōu)勢、風險相對較小的業(yè)務。
[Abstract]:The global financial environment is complex and changeable. After China's entry into the WTO, the financial field has gradually opened up, foreign banks have been pouring in, and the market competition pressure has intensified. Chinese commercial banks are faced with the reality of narrowing the spread between deposit and loan, which brings a severe test to the traditional business model of commercial banks. In order to improve the capital adequacy ratio, improve the service level and profitability, banks continue to carry out financial innovation, diversify their operations, vigorously develop non-interest income business, in order to reduce the high dependence on interest income. So as to promote the transformation of the profit model. Summing up the development of the diversified banking business in China and its influence on the bank income and risk level has significant guiding significance for the future development of the banking industry in China. This paper combs the research results of domestic and foreign scholars on the influence of banking diversification on profitability and risk level, including enterprise diversification theory, scope economy theory, This paper discusses the motivation of business diversification in commercial banks from several aspects of synergetic effect theory. Then it introduces the concept and characteristics of non-interest income business, the present situation of business diversification, and provides theoretical support for the empirical analysis below. In the part of empirical analysis, this paper analyzes the impact of non-interest income on profitability and risk level from two aspects of bank size, attributes (state-owned or joint-stock system). This paper introduces the index of Hefendal index and the ratio of non-interest income to non-interest income as a measure of the diversification of bank income structure, and further subdivides non-interest income into commission income, investment income, exchange income and other income. Try to find out the relationship between the Huffendal index and non-interest income ratio index NII and the profitability and risk level of banks. The sample includes 14 banks recorded in China Financial Statistics Yearbook and 13 listed banks in China. The data are from the China Financial Statistics Yearbook from 2000 to 2011, the CCER Financial Research Database and the annual reports of banks. These data are used to quantify the indexes that need to be analyzed to form non-equilibrium panel data. The method of fixed effect model and dynamic panel data GMM (Generalized methods ofmoments) estimation is used to test the estimation of the samples. Finally, the robustness test is carried out. The empirical results show that the increase of the proportion of non-interest income will bring more income to the banks, which is more significant for the smaller banks, but not for the large banks. As to the influence of bank risk level, diversification can not effectively reduce the operational risk of commercial banks in China. On the basis of theoretical analysis and empirical analysis, this paper puts forward the following suggestions: commercial banks in China should consider the scale and specialization advantages of banks when they further develop non-interest income business. Effective use of diversified business model, strictly control the risk of non-interest business. In the process of diversification strategy transformation, we should be careful, not blindly expand, according to their own situation step by step, targeted to find can play their own advantages, relatively small risk of business.
【學位授予單位】：西南政法大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33

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