本文選題：非利息業(yè)務(wù)　切入點：商業(yè)銀行　出處：《山西財經(jīng)大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：在很長一段時期中,我國商業(yè)銀行以資產(chǎn)負債業(yè)務(wù)為主要盈利項。然而,近年來我國的金融環(huán)境發(fā)生了巨大的變化,商業(yè)銀行業(yè)務(wù)中的存貸差額日益縮小,從而導(dǎo)致了我國商業(yè)銀行傳統(tǒng)存貸業(yè)務(wù)的發(fā)展空間日漸萎縮。隨著市場的全面開放,利率市場化的進程加快,互聯(lián)網(wǎng)金融的迅速發(fā)展使銀行業(yè)的競爭日益激烈,單純依靠借貸利差收入的盈利模式已經(jīng)不再適應(yīng)時代的發(fā)展需求,因而銀行均把非利息收入看作重要的利潤增長點。毋庸置疑,現(xiàn)在我國銀行業(yè)需要解決的首要問題便是發(fā)展非利息業(yè)務(wù)、尋求新的利潤增長點。在對非利息業(yè)務(wù)的研究過程中,大多數(shù)的研究者將重點放在了非利息業(yè)務(wù)與銀行盈利性和風(fēng)險性(穩(wěn)定性)的關(guān)系問題上,并運用財務(wù)學(xué)的理論實施了深入細致的研究,研究結(jié)果卻存在頗多爭議,使得銀行對非利息業(yè)務(wù)的發(fā)展陷入兩難的困境。本文認為,無論非利息業(yè)務(wù)對銀行具有積極的效應(yīng),還是擁有消極的效應(yīng),其實都是商業(yè)銀行在進行非利息業(yè)務(wù)拓展、非利息產(chǎn)品創(chuàng)新后,銀行效率得到提高或者損害的外在體現(xiàn)。效率是一個全面且綜合的指標,不但可以反映經(jīng)濟實體的盈利水平,還可以反映其可持續(xù)發(fā)展和競爭能力,是銀行競爭力的核心指標和集中體現(xiàn)。因此,本文基于經(jīng)濟學(xué)的角度,通過實證分析探討非利息收入與商業(yè)銀行效率的關(guān)系,試圖對“非利息業(yè)務(wù)經(jīng)濟后果”之謎提出新的佐證。本文主要研究的是商業(yè)銀行非利息收入對其效率的影響。首先,介紹了非利息收入的定義和特點以及銀行效率的定義和測度方法。其次,簡單介紹了我國非利息收入的成長歷程,并對我國現(xiàn)階段的非利息收入發(fā)展情況進行了詳細地分析。再次,本文選取了在我國A股上市的16家商業(yè)銀行2007~2015年的數(shù)據(jù)來研究非利息業(yè)務(wù)與銀行效率之間的關(guān)系。先使用DEA-Malmquist模型測算了16家銀行的全要素生產(chǎn)率,將其作為被解釋變量用于衡量銀行效率水平,再分別以非利息收入占比、手續(xù)費及傭金收入占比、投資收益占比為解釋變量構(gòu)建回歸模型來分析非利息業(yè)務(wù)的發(fā)展對銀行效率的影響。為了區(qū)分不同類型的商業(yè)銀行,又將研究樣本分為了三組:全體樣本銀行、大型國有商業(yè)銀行和股份制商業(yè)銀行,分別進行了分析,實證。實證結(jié)果表明:非利息收入、手續(xù)費及傭金收入與全體樣本銀行、股份制商業(yè)銀行的銀行效率顯著正相關(guān),投資收益與大型國有商業(yè)銀行的銀行效率顯著正相關(guān),其余不具有顯著的相關(guān)性。鑒于以上研究分析,最后本文對發(fā)展非利息收入業(yè)務(wù)提出了相關(guān)的建議、對策,認為我國應(yīng)該加大非利息收入的發(fā)展力度,并且要優(yōu)化非利息收入結(jié)構(gòu)。
[Abstract]:In a long period of time, the commercial banks of our country take asset-liability business as the main profit item. However, in recent years, great changes have taken place in the financial environment of our country, and the difference between deposits and loans in the business of commercial banks is shrinking day by day. As a result, the development space of the traditional deposit and loan business of commercial banks in our country is shrinking day by day. With the overall opening of the market, the process of interest rate marketization is speeding up, and the rapid development of Internet finance makes the competition of the banking industry increasingly fierce. The profit model, which simply depends on the interest rate difference income, is no longer adapted to the development needs of the times, so banks regard the non-interest income as an important profit growth point. The most important problem that needs to be solved in China's banking industry is to develop non-interest business and seek new profit growth points. Most researchers focus on the relationship between non-interest business and profitability and risk (stability) of banks, and use the theory of finance to carry out intensive research, but the results are quite controversial. This paper holds that whether non-interest business has positive effect or negative effect, commercial banks are developing non-interest business. After the innovation of non-interest products, the efficiency of banks is improved or damaged. Efficiency is a comprehensive and comprehensive index, which not only reflects the profit level of economic entities, but also reflects its sustainable development and competitiveness. Therefore, this paper, based on the angle of economics, discusses the relationship between non-interest income and commercial bank efficiency through empirical analysis. This paper mainly studies the influence of non-interest income on the efficiency of commercial banks. The definition and characteristics of non-interest income and the definition and measurement method of bank efficiency are introduced. Secondly, the growth process of non-interest income in China is briefly introduced. And the development of non-interest income in China at the present stage is analyzed in detail. In this paper, the data of 16 commercial banks listed in A shares from 2007 to 2015 are selected to study the relationship between non-interest business and bank efficiency. The total factor productivity (TFP) of 16 banks is measured by using DEA-Malmquist model. It is used as an explanatory variable to measure the efficiency of the bank, and then the percentage of non-interest income, fees and commission income, In order to distinguish different types of commercial banks, the study samples are divided into three groups: all sample banks. Large state-owned commercial banks and joint-stock commercial banks are analyzed respectively. The empirical results show that the non-interest income, commission income and commission income are significantly positively related to the bank efficiency of all sample banks and joint-stock commercial banks. Investment returns are significantly positively correlated with the efficiency of large state-owned commercial banks, while the rest have no significant correlation. In view of the above research and analysis, this paper puts forward some relevant suggestions and countermeasures for the development of non-interest income business. We should strengthen the development of non-interest income and optimize the structure of non-interest income.
【學(xué)位授予單位】：山西財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33

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