【摘要】：銀行業(yè)的發(fā)展一直都是人們關(guān)注的焦點(diǎn),特別是近些年來,利率市場化改革初步完成導(dǎo)致商業(yè)銀行存貸利差減少、中國對外資商業(yè)銀行準(zhǔn)入限制逐漸放開、金融“脫媒”現(xiàn)象逐漸顯現(xiàn)等一系列原因使商業(yè)銀行依靠利差收入為主的盈利模式難以為繼。商業(yè)銀行為了謀求新的利潤增長點(diǎn),不得不加快金融產(chǎn)品創(chuàng)新,拓展非利息收入業(yè)務(wù),實(shí)現(xiàn)利息收入業(yè)務(wù)與非利息收入業(yè)務(wù)均衡發(fā)展的經(jīng)營收入結(jié)構(gòu)轉(zhuǎn)型。文章首先對國內(nèi)外相關(guān)研究成果歸納總結(jié),接著闡述了商業(yè)銀行非利息收入業(yè)務(wù)與風(fēng)險(xiǎn)關(guān)系的理論基礎(chǔ)及理論分析。再從整體規(guī)模和內(nèi)部結(jié)構(gòu)兩個(gè)方面分析商業(yè)銀行非利息收入業(yè)務(wù)的發(fā)展現(xiàn)狀。在實(shí)證分析部分,文章選取中國65家商業(yè)銀行作為研究對象,先對利息收入與非利息收入之間的相關(guān)性和波動(dòng)性進(jìn)行分析,初步探討商業(yè)銀行非利息收入業(yè)務(wù)對銀行風(fēng)險(xiǎn)的影響;再利用單位根檢驗(yàn)驗(yàn)證變量的平穩(wěn)性,通過F值檢驗(yàn)與Hausman檢驗(yàn)選取合適的估計(jì)方法;隨之建立回歸模型對商業(yè)銀行非利息收入業(yè)務(wù)與銀行風(fēng)險(xiǎn)之間的關(guān)系進(jìn)行實(shí)證分析;繼而對回歸結(jié)果進(jìn)行穩(wěn)健性檢驗(yàn)。最后根據(jù)商業(yè)銀行非利息收入的理論分析和實(shí)證分析得出結(jié)論,并提出政策建議。文章研究發(fā)現(xiàn)不同類別商業(yè)銀行非利息收入與利息收入之間相關(guān)性有差異,國有銀行相關(guān)性最弱,股份制商業(yè)銀行相關(guān)性最強(qiáng);不同類別商業(yè)銀行非利息收入波動(dòng)性不同,國有銀行非利息收入波動(dòng)性最弱,城市商業(yè)銀行非利息收入波動(dòng)性最強(qiáng);我國國有銀行非利息收入業(yè)務(wù)的發(fā)展對風(fēng)險(xiǎn)沒有影響,而股份制商業(yè)銀行、城市商業(yè)銀行和農(nóng)村商業(yè)銀行非利息收入占比增加會加劇風(fēng)險(xiǎn);非利息收入業(yè)務(wù)不同構(gòu)成對銀行風(fēng)險(xiǎn)影響不同,城市商業(yè)銀行手續(xù)費(fèi)傭金收入占比增加對于銀行風(fēng)險(xiǎn)有分散作用,投資收益占比對銀行風(fēng)險(xiǎn)影響不顯著,而城市商業(yè)銀行其他非利息收入占比上升卻會增加風(fēng)險(xiǎn)。根據(jù)理論分析和實(shí)證研究結(jié)論,文章認(rèn)為商業(yè)銀行仍然要深化金融產(chǎn)品創(chuàng)新以促進(jìn)業(yè)務(wù)多元化發(fā)展;合理安排非利息收入業(yè)務(wù)比例;優(yōu)化非利息收入業(yè)務(wù)組成;非利息收入業(yè)務(wù)發(fā)展與商業(yè)銀行規(guī)模相匹配以及相關(guān)部門要加強(qiáng)對非利息收入業(yè)務(wù)的監(jiān)管。
[Abstract]:The development of the banking industry has always been the focus of attention, especially in recent years, the initial completion of the interest rate marketization reform has led to the reduction of deposit and loan spreads of commercial banks, and China has gradually opened up restrictions on the entry of foreign commercial banks. The phenomenon of financial disintermediation is becoming more and more obvious, which makes it difficult for commercial banks to rely on interest income as the main profit model. In order to seek the new profit growth point, commercial banks have to speed up the innovation of financial products, expand the non-interest income business, and realize the transformation of operating income structure with the balanced development of interest income business and non-interest income business. This paper first summarizes the relevant research results at home and abroad, and then expounds the theoretical basis and theoretical analysis of the relationship between non-interest income business and risk of commercial banks. Then it analyzes the development status of commercial banks' non-interest income business from two aspects of overall scale and internal structure. In the part of empirical analysis, 65 commercial banks in China are selected as the research object. Firstly, the correlation and volatility between interest income and non-interest income are analyzed. The influence of non-interest income business of commercial banks on bank risk is discussed preliminarily, and the smoothness of variables is verified by unit root test, and the appropriate estimation method is selected by F-value test and Hausman test. Then a regression model is established to analyze the relationship between the non-interest income business of commercial banks and the risk of the banks, and then to test the robustness of the regression results. Finally, based on the theoretical analysis and empirical analysis of non-interest income of commercial banks, a conclusion is drawn and policy recommendations are put forward. This paper finds that the correlation between non-interest income and interest income of different types of commercial banks is different, the correlation of state-owned banks is the weakest, the correlation of joint-stock commercial banks is the strongest, and the volatility of non-interest income of different types of commercial banks is different. The volatility of non-interest income of state-owned banks is the weakest, the volatility of non-interest income of urban commercial banks is the strongest, and the development of non-interest income business of state-owned banks in China has no effect on the risk, while the joint-stock commercial banks, Urban commercial banks and rural commercial banks will increase the proportion of non-interest income will aggravate the risk, non-interest income business of different components of the bank risk impact is different, The increase of commission income of urban commercial banks has a decentralized effect on bank risk, while the proportion of investment income has no significant effect on bank risk, while the increase of other non-interest income of urban commercial banks will increase the risk. According to the theoretical analysis and empirical research conclusion, the paper thinks that commercial banks should deepen the innovation of financial products to promote the diversified development of business, arrange the proportion of non-interest income business reasonably, optimize the composition of non-interest income business. The development of non-interest income business matches the scale of commercial banks and the relevant departments should strengthen the supervision of non-interest income business.
【學(xué)位授予單位】：湘潭大學(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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