本文關(guān)鍵詞：非利息收入對我國上市商業(yè)銀行風(fēng)險影響的研究　出處：《南京師范大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 上市商業(yè)銀行 非利息收入 銀行風(fēng)險 系統(tǒng)GMM模型

【摘要】：在利率市場化進程不斷加快、金融脫媒現(xiàn)象日益凸顯、互聯(lián)網(wǎng)金融以及民營銀行加劇銀行業(yè)競爭的背景下,我國的存貸利差將會越來越小,這會大量減少我國商業(yè)銀行的利息收入。與此同時,我國商業(yè)銀行的非利息收入持續(xù)較快增長,已經(jīng)成為拉動商業(yè)銀行收入的新動力。但是,目前我國商業(yè)銀行對非利息收入進行風(fēng)險管理的意識不強。而且,目前我國對非利息收入影響商業(yè)銀行風(fēng)險的研究還不多見。2008年爆發(fā)的金融危機顯示對非利息收入風(fēng)險缺乏有效的監(jiān)管可能會造成很大損失,本文試圖研究非利息收入對我國上市商業(yè)銀行風(fēng)險的影響。 首先,本文在界定了非利息收入及其構(gòu)成部分定義的基礎(chǔ)上研究了國內(nèi)外學(xué)者的研究成果�？偨Y(jié)前人研究的成果發(fā)現(xiàn),國外的非利息收入存在著一個從降低商業(yè)銀行風(fēng)險到提高商業(yè)銀行風(fēng)險的轉(zhuǎn)變過程；國內(nèi)對非利息收入影響我國商業(yè)銀行風(fēng)險的研究較少而且方法單一。 其次,本文分析了非利息收入增加商業(yè)銀行風(fēng)險的機制,并梳理了非利息收入分散商業(yè)銀行風(fēng)險的資產(chǎn)組合理論。增加商業(yè)銀行風(fēng)險和降低商業(yè)銀行風(fēng)險這兩種相互對立的力量使得難以僅從理論層面判斷非利息收入對商業(yè)銀行風(fēng)險的影響結(jié)果。 再次,本文依據(jù)系統(tǒng)GMM模型,借助我國14家上市商業(yè)銀行2007年第三季度至2013年第三季度的財務(wù)數(shù)據(jù)進行實證研究非利息收入對我國上市商業(yè)銀行風(fēng)險的影響。實證結(jié)果表明：(1)非利息收入能夠降低我國上市商業(yè)銀行的盈利風(fēng)險。手續(xù)費及傭金收入還能夠在降低我國國有上市商業(yè)銀行風(fēng)險的同時提高其風(fēng)險收益水平并且降低其信用風(fēng)險；能夠降低股份制上市商業(yè)銀行盈利風(fēng)險。但是,我國國有上市商業(yè)銀行的投資收益由于其較劇烈的波動提高了國有上市商業(yè)銀行的盈利風(fēng)險。(2)對比非利息收入對國有商業(yè)銀行與股份制商業(yè)銀行風(fēng)險的影響,可以得出與股份制商業(yè)銀行相比,我國國有上市商業(yè)銀行的非利息收入及其結(jié)構(gòu)降低其盈利風(fēng)險、提高其風(fēng)險收益和分散其信用風(fēng)險的作用要顯著一些,但是國有上市商業(yè)銀行的投資收益波動較大增加國有上市商業(yè)銀行的風(fēng)險,這主要是由于國有上市商業(yè)銀行的非利息收入結(jié)構(gòu)相對優(yōu)化、其投資收入波動較大。 最后,結(jié)合我國上市商業(yè)銀行非利息收入的現(xiàn)狀、收入結(jié)構(gòu)和對我國上市商業(yè)銀行風(fēng)險的影響,本文對我國商業(yè)銀行科學(xué)發(fā)展非利息收入、降低我國商業(yè)銀行風(fēng)險提出了一些具有針對性的建議。
[Abstract]:In the interest rate marketization process accelerating, financial disintermediation phenomenon increasingly prominent, Internet finance and private banks to intensify the banking industry competition background, China's deposit and loan spreads will become smaller and smaller. This will greatly reduce the interest income of commercial banks in China. At the same time, the non-interest income of commercial banks in China continues to grow rapidly, which has become a new driving force to stimulate the income of commercial banks. At present, China's commercial banks are not aware of the risk management of non-interest income. At present, there are few studies on the influence of non-interest income on commercial bank risk. The financial crisis in 2008 shows that the lack of effective supervision of non-interest income risk may cause a lot of losses. This paper attempts to study the impact of non-interest income on the risk of listed commercial banks in China. First of all, based on the definition of non-interest income and its components, this paper studies the research results of domestic and foreign scholars and summarizes the findings of previous studies. Foreign non-interest income has a process from reducing the risk of commercial banks to increasing the risk of commercial banks; There are few researches on the influence of non-interest income on the risk of commercial banks in China. Secondly, this paper analyzes the mechanism of non-interest income to increase the risk of commercial banks. And combing the portfolio theory of non-interest income dispersing commercial bank risk. Increasing commercial bank risk and reducing commercial bank risk make it difficult to judge non-interest income on the basis of theory. The effect of commercial bank risk. Thirdly, this paper is based on the system GMM model. Based on the financial data of 14 listed commercial banks from in the third quarter of 2007 to in the third quarter of 2013, this paper makes an empirical study on the influence of non-interest income on the risk of listed commercial banks in China. The empirical results show that:. (. 1). Non-interest income can reduce the profit risk of listed commercial banks in China. Fees and commission income can also reduce the risk of state-owned listed commercial banks and increase their risk return level and reduce their credit risk. ; It can reduce the profit risk of the joint-stock listed commercial banks. The investment income of the state-owned listed commercial banks increases the profit risk of the state-owned listed commercial banks because of its violent fluctuation. Compare the influence of non-interest income on the risk of state-owned commercial banks and joint-stock commercial banks. It can be concluded that compared with joint-stock commercial banks, the non-interest income and its structure of state-owned listed commercial banks reduce their profit risk, improve their risk return and disperse their credit risk. However, the fluctuation of investment income of state-owned listed commercial banks increases the risk of state-owned listed commercial banks, which is mainly due to the relative optimization of non-interest income structure of state-owned listed commercial banks. Its investment income fluctuates greatly. Finally, combining the current situation of non-interest income of listed commercial banks in our country, the income structure and the influence on the risk of listed commercial banks in China, this paper develops the non-interest income scientifically for the commercial banks of our country. Some suggestions are put forward to reduce the risk of commercial banks in China.
【學(xué)位授予單位】：南京師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F832.2

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