本文選題：上市商業(yè)銀行 + 非利息收入結(jié)構(gòu)��； 參考：《華東交通大學(xué)》2017年碩士論文

【摘要】：近年來(lái),銀行融資成本上漲趨勢(shì)明顯,貸款利率受到限制,致使我國(guó)商業(yè)銀行的存貸利差呈現(xiàn)逐漸縮小的趨勢(shì)。為拓展新的業(yè)務(wù)收入來(lái)源,實(shí)現(xiàn)業(yè)務(wù)的多元化發(fā)展,需要探索開展非利息業(yè)務(wù)。但對(duì)于非利息業(yè)務(wù)是否能提高績(jī)效,學(xué)者們由于研究對(duì)象和研究時(shí)間的不同并沒有形成一致的結(jié)論。因而,結(jié)合中國(guó)實(shí)際情況進(jìn)一步研究非利息業(yè)務(wù)與銀行績(jī)效之間的關(guān)系具有重要的現(xiàn)實(shí)意義。本文在已有的非利息收入研究基礎(chǔ)上,首先介紹了非利息收入的相關(guān)概念、定義區(qū)分。接著通過(guò)非利息收入與中間業(yè)務(wù)收入和表外業(yè)務(wù)收入的業(yè)務(wù)范圍比較,理清三者的涵蓋范圍是非利息收入的業(yè)務(wù)范圍最廣,其次是中間業(yè)務(wù)收入,最后是表外業(yè)務(wù)收入。再介紹了發(fā)展非利息收入的幾種理論:范圍經(jīng)濟(jì)理論、協(xié)同效應(yīng)理論、多元化經(jīng)營(yíng)理論和金融創(chuàng)新理論,然后梳理了非利息收入對(duì)銀行績(jī)效的影響機(jī)理與研究假設(shè),最后通過(guò)對(duì)商業(yè)銀行數(shù)據(jù)的分析,找出不同類型銀行非利息收入對(duì)績(jī)效的影響情況,進(jìn)而提出對(duì)應(yīng)的發(fā)展建議。在實(shí)證部分本文選取了5家大型國(guó)有銀行和11家股份制銀行作為研究對(duì)象。因農(nóng)業(yè)銀行和光大銀行2010年才上市,所以實(shí)證時(shí)數(shù)據(jù)選取的時(shí)間跨度為2010年-2015年總共6年時(shí)間,然后通過(guò)建立面板數(shù)據(jù)模型對(duì)非利息收入與銀行績(jī)效之間的關(guān)系進(jìn)行了實(shí)證分析,并得出以下結(jié)論:(1)我國(guó)商業(yè)銀行的傳統(tǒng)信貸業(yè)務(wù)利潤(rùn)空間已受到嚴(yán)重?cái)D壓,客戶多元化的需求也在不斷加大,為適應(yīng)這種發(fā)展趨勢(shì),必須發(fā)展非利息收入,這種發(fā)展方向也符合發(fā)達(dá)國(guó)家銀行當(dāng)前的經(jīng)營(yíng)模式。(2)我國(guó)非利息收入整體呈增長(zhǎng)趨勢(shì),具體觀察兩類銀行非利息業(yè)務(wù)結(jié)構(gòu)時(shí)可發(fā)現(xiàn),大型國(guó)有銀行正在降低手續(xù)費(fèi)及傭金收入比重,全面調(diào)整非利息收入結(jié)構(gòu)。(3)兩類銀行非利息收入各結(jié)構(gòu)組成部分對(duì)銀行績(jī)效的影響各不相同。手續(xù)費(fèi)及傭金收入對(duì)大型國(guó)有銀行的績(jī)效提升影響要比股份制銀行高,投資收益業(yè)務(wù)則相反,對(duì)股份制銀行的績(jī)效提升影響要比大型國(guó)有銀行高。(4)其他解釋變量對(duì)績(jī)效的影響,兩類銀行不良貸款率與績(jī)效均呈顯著負(fù)相關(guān),但資產(chǎn)規(guī)模能快速提升大型國(guó)有銀行績(jī)效,對(duì)股份制銀行則無(wú)突出影響。
[Abstract]:In recent years, the increasing trend of bank financing cost and the restriction of loan interest rate have resulted in the decreasing of deposit and loan interest rate difference of commercial banks in our country.In order to expand the new revenue source and realize the diversified development of business, it is necessary to explore the development of non-interest business.But as to whether the non-interest business can improve the performance, the scholars have not reached the same conclusion because of the difference of the research object and the research time.Therefore, it is of great practical significance to further study the relationship between non-interest business and bank performance according to the actual situation in China.Based on the existing research on non-interest income, this paper first introduces the related concepts and definitions of non-interest income.Then by comparing the business scope of non-interest income with intermediate business income and off-balance-sheet business income, it is clear that the coverage of these three categories is the broadest, the second is intermediate business income, and the last is off-balance-sheet business income.Then it introduces several theories of developing non-interest income: scope economy theory, synergy effect theory, diversification theory and financial innovation theory, and then combs the influence mechanism and research hypothesis of non-interest income on bank performance.Finally, by analyzing the data of commercial banks, we find out the influence of non-interest income on the performance of different types of banks, and then put forward corresponding development suggestions.In the empirical part, 5 large state-owned banks and 11 joint-stock banks are selected as the research object.Since Agricultural Bank and Everbright Bank did not list until 2010, the time frame for empirical data selection is a total of six years from 2010 to 2015.Then the relationship between non-interest income and bank performance is empirically analyzed by establishing panel data model, and the following conclusions are drawn: (1) the profit space of traditional credit business of commercial banks in China has been severely squeezed.In order to adapt to this trend, we must develop non-interest income, which is in line with the current business model of developed country banks.When we specifically observe the non-interest business structure of the two types of banks, we can find that the large state-owned banks are reducing the proportion of fees and commission income.Comprehensive adjustment of the structure of non-interest income of the two types of bank non-interest income components of the structure of the impact on bank performance is different.The effect of commission and commission income on the performance of large state-owned banks is higher than that of joint-stock banks, whereas the impact of investment income on the performance of joint-stock banks is higher than that of large state-owned banks.There is a significant negative correlation between the non-performing loan ratio and the performance of the two types of banks, but the scale of assets can rapidly improve the performance of large state-owned banks, but has no significant effect on the joint-stock banks.
【學(xué)位授予單位】：華東交通大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.33;F830.42

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