本文選題：非利息收入 + 上市銀行�。� 參考：《哈爾濱工業(yè)大學(xué)》2015年碩士論文

【摘要】：在金融脫媒程度加深、市場(chǎng)利率化進(jìn)程的不斷推進(jìn)和金融服務(wù)需求多元化的背景下,我國商業(yè)銀行的存貸利差呈現(xiàn)逐漸縮小的趨勢(shì),商業(yè)銀行傳統(tǒng)盈利渠道受到了較大壓力。拓展新的業(yè)務(wù)收入來源,增加資金的使用效率,是我國商業(yè)銀行在轉(zhuǎn)型發(fā)展中面臨的新任務(wù)。近年來非利息收入在我國發(fā)展迅速,各大商業(yè)銀行開始從戰(zhàn)略經(jīng)營的角度加大了非利息收入的發(fā)展水平,并將非利息收入作為業(yè)績考核的重要指標(biāo)。雖然開展非利息收入能夠拓展商業(yè)銀行利潤來源,增加商業(yè)銀行的收益,但是非利息收入的快速發(fā)展所引起的風(fēng)險(xiǎn)問題,也應(yīng)該引起商業(yè)銀行的重視。在已有的非利息收入研究基礎(chǔ)上,首先闡述了范圍經(jīng)濟(jì)理論、投資組合理論在非利息收入領(lǐng)域的應(yīng)用,為商業(yè)銀行開展非利息收入提供理論基礎(chǔ)。其次,結(jié)合我國非利息業(yè)務(wù)發(fā)展現(xiàn)狀,分析了非利息收入整體,非利息收入結(jié)構(gòu)中的手續(xù)費(fèi)及傭金收入和投資收益與上市銀行風(fēng)險(xiǎn)的關(guān)系。最后,在實(shí)證研究部分,研究樣本選取中國14家上市銀行和7家代表性非上市銀行2006年至2013年的年度面板數(shù)據(jù),用Eviews軟件分樣本檢驗(yàn)了非利息收入整體及非利息收入中的手續(xù)費(fèi)及傭金收入和投資收益對(duì)上市銀行風(fēng)險(xiǎn)水平的影響。根據(jù)實(shí)證研究結(jié)果可以得出:我國非利息收入業(yè)務(wù)結(jié)構(gòu)發(fā)展不均衡,手續(xù)費(fèi)及傭金收入占非利息收入的絕大部分,其占比平均約為86%,非利息收入結(jié)構(gòu)與國外相比深度不足;在年收益增長率波動(dòng)性分析中,非利息收入整體的波動(dòng)性大于利息收入的波動(dòng)性,非利息收入結(jié)構(gòu)中投資收益的波動(dòng)性最大,手續(xù)費(fèi)及傭金收入的波動(dòng)性小于非利息收入整體的波動(dòng)性;與非上市銀行相比,非利息收入整體占比的增加能夠顯著的降低上市銀行的風(fēng)險(xiǎn)水平,手續(xù)費(fèi)及傭金收入占比的增加能夠顯著的降低上市銀行的風(fēng)險(xiǎn)水平,投資收益與上市銀行風(fēng)險(xiǎn)之間存在不顯著的正向關(guān)系。最后,根據(jù)實(shí)證結(jié)果提出上市銀行應(yīng)該提高非利息收入業(yè)務(wù)的發(fā)展深度、維持手續(xù)費(fèi)及傭金收入的發(fā)展水平、加強(qiáng)投資收益的風(fēng)險(xiǎn)控制的建議。
[Abstract]:In the background of the deepening of the financial disintermediation, the continuous advancement of the process of the market interest rate and the diversification of the demand for financial services, the deposit and loan spreads of the commercial banks in China are gradually shrinking, and the traditional profit channels of commercial banks have been under great pressure. The new business income source and the increase of the efficiency of the use of funds are the commercial banks of China. The non interest income has been developing rapidly in China in recent years. The major commercial banks have begun to increase the development level of non interest income from the perspective of strategic management, and take non interest income as an important indicator of performance assessment. Although non interest income can expand the profit source of commercial banks, increase the profit source and increase the profit of commercial banks. The profit of commercial banks, but the risk problems caused by the rapid development of non interest income, should also arouse the attention of commercial banks. On the basis of the research on non interest income, this paper first expounds the theory of scope economy, the use of portfolio theory in the field of non interest income, and provides a theory for commercial banks to carry out non interest income. Secondly, according to the current situation of non interest business development in China, we analyze the relationship between the non interest income as a whole, the commission income and the investment income and the risk of the listed banks in the non interest income structure. Finally, in the empirical research part, the sample selected 14 Chinese banks and 7 representative non listed banks from 2006 to 2013. Annual panel data, using Eviews software samples to test the impact of non interest income as a whole and non interest income and commission income and investment income on the risk level of listed banks. According to the results of the empirical study, we can conclude that the development of non interest income business structure in China is unbalanced and the fee and commission income is not profitable. The majority of interest income is about 86%. The non interest income structure is less deep than the foreign income structure. In the Volatility Analysis of annual income growth rate, the volatility of non interest income is greater than the volatility of interest income. The volatility of investment income is the greatest in the non interest income structure, and the volatility of commission and commission income is small. The volatility of non interest income as a whole; compared with the non listed banks, the increase in the overall proportion of non interest income can significantly reduce the risk level of the listed banks, and the increase in the fee and commission income ratio can significantly reduce the risk level of the listed banks, and there is an unremarkable positive relationship between the investment income and the risk of the listed banks. Finally, according to the empirical results, it is suggested that the listed banks should improve the development depth of the non interest income business, maintain the development level of the Commission and commission income, and strengthen the suggestions for the risk control of the investment income.

【學(xué)位授予單位】：哈爾濱工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F832.33

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本文編號(hào)：1802739