本文選題：中小股份制銀行　切入點：非利息收入　出處：《上海外國語大學》2017年碩士論文　論文類型：學位論文

【摘要】：近年來,隨著我國資本市場和貨幣市場的進一步開放,利率市場化逐步改革,我國逐步放松對外資銀行,民營資本準入的限制,社會融資的多樣化均導致間接融資規(guī)模和占比逐年下降,商業(yè)銀行傳統(tǒng)的利差模式已經(jīng)無法滿足其穩(wěn)健增長的需要,銀行業(yè)開始將新的利潤增長點放到非利息業(yè)務(wù)收入上,在非利息收入蓬勃發(fā)展為銀行業(yè)帶來收益的過程中,我們也應該理性認識到,商業(yè)銀行增加非利息業(yè)務(wù)的收入的同時,是否會改變銀行的風險狀況。中國中小股份制銀行在經(jīng)歷了起步階段,快速發(fā)展階段,開始邁入國際化階段。中小股份制銀行對于優(yōu)化銀行資本結(jié)構(gòu),拓展銀行資金的來源具有諸多益處。相比于國有銀行,中小股份制銀行在外部環(huán)境和內(nèi)部管理與國有銀行相比有其特殊性,所以研究中小股份制銀行非利息收入與風險顯得更為必要。本文從非利息業(yè)務(wù)出發(fā),對于非利息業(yè)務(wù)的分類,發(fā)展背景及必要性,以及中小股份制銀行的概念,發(fā)展情況做了必要梳理,以12個在A股上市的中小股份制銀行為研究對象。以2008年到2016年為研究時間,總共四個季度,按照時間序列有34組數(shù)據(jù),運用資產(chǎn)組合理論、范圍經(jīng)濟理論和規(guī)模經(jīng)濟理論分析12家中小股份制銀行的非利息業(yè)務(wù)收入與風險的關(guān)系。并進一步將非利息業(yè)務(wù)收入進一步細分為手續(xù)費及傭金業(yè)務(wù)收入,投資收益,匯兌收益,公允價值變動損益,和其他業(yè)務(wù)收入,從而達到進一步優(yōu)化非利息業(yè)務(wù)收入,優(yōu)化銀行風險的目的。本文創(chuàng)新點一是研究對象具有創(chuàng)新性;二是研究視角具有創(chuàng)新性。本文立足于中小股份制銀行,并將非利息收入進行進一步細分,研究各個其組成部分與風險的關(guān)系,對銀行優(yōu)化風險提出建議;三是運用資產(chǎn)組合理論、規(guī)模經(jīng)濟理論和范圍經(jīng)濟理論作為本文的理論基礎(chǔ)推導出本文的研究假設(shè),在實證分析中選取相應的理論對回歸結(jié)果進行解釋。本文通過實證分析得出的結(jié)論有:(1)整體非利息收入占比的增加會使中小股份制銀行風險上升;(2)手續(xù)費及傭金收入占比的增加會使中小股份制銀行風險上升;(3)投資收益占比的增加會使中小股份制銀行風險上升;(4)匯兌損益占比的增加會使中小股份制銀行風險上升;(5)公允價值變動損益占比的增加會使中小股份制銀行風險上升;(6)其他收入占比的增加會使中小股份制銀行風險上升。
[Abstract]:In recent years, with the further opening of China's capital market and currency market, the liberalization of interest rate reform, China's gradual relaxation of foreign banks, the entry of private capital restrictions, the diversification of social financing led to indirect financing scale and proportion decreased year by year, the traditional commercial bank spreads mode has been unable to meet the needs of its steady growth the banking industry, will start a new profit growth point in non interest income, non interest income in the process of rapid development brings benefits to the banking industry, we should also recognize that the commercial banks to increase non interest business income at the same time, the bank will not change the risk status of the small and medium-sized joint-stock banks in Chinese. After the initial stage, rapid development stage, starting stage of internationalization. Small and medium-sized joint-stock banks to optimize the capital structure of banks, with expanding the sources of bank funds A number of benefits. Compared to the state-owned banks, joint-stock banks in the external environment and internal management compared with state-owned banks has its particularity, so the study of small and medium-sized joint-stock banks non interest income and the risk are necessary. This article from the non interest business of non interest business for the classification, development background and necessity. And the concept of small and medium-sized joint-stock banks, the need to comb the development situation, to 12 in the A shares listed on the small and medium-sized joint-stock banks as the research object. From 2008 to 2016 as the study time, a total of four quarter, according to the time sequence of 34 sets of data, using the portfolio theory, analysis of the relationship between non interest income and the risk of 12 small and medium-sized joint-stock banks, economies of scope and economies of scale theory. And the non interest income is further subdivided into fee and commission income, investment income, foreign exchange income Interest income, fair value changes, and other business income, so as to further optimize the non interest revenue, optimize the bank risk. The innovation of this paper is a research object is innovative; two is the innovative research perspective. This article is based on the small and medium-sized joint-stock banks, and non interest income are further subdivided. Study on the relationship between each part and the risk of bank risk, optimization suggestions; three is the use of portfolio theory, the theory of scale economy and scope economy theory as the theoretical basis of this paper derived the research hypothesis in the empirical analysis, select the corresponding theory of regression results are explained through empirical analysis. The conclusions are: (1) the proportion of non interest income increase will make small and medium-sized joint-stock banks increased risk; (2) fee and commission income accounted for the medium and small share Increased risk of the bank; (3) investment income accounted for the small and medium-sized joint-stock banks increased risk; (4) foreign exchange gains and losses to increase the proportion of the small and medium-sized joint-stock banks increased risk; (5) changes in fair value accounting for the small and medium-sized joint-stock banks increased risk; (6) other income accounted for the small and medium-sized joint-stock banks increased risk.

【學位授予單位】：上海外國語大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.3;F830.42

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