本文選題：非利息業(yè)務　切入點：銀行績效　出處：《東北財經大學》2013年碩士論文

【摘要】：西方國家的金融環(huán)境自20世紀70年代起發(fā)生了較大的變化,金融管制的逐漸放松、金融技術的廣泛應用與開發(fā)及同業(yè)競爭的日益加劇使得商業(yè)銀行傳統(tǒng)利息收入日益減少,生存壓力越來越大。在這種環(huán)境下,西方商業(yè)銀行逐漸認識到業(yè)務轉型的重要性,紛紛加大了非利息業(yè)務的發(fā)展力度,掀起了發(fā)展非利息業(yè)務的浪潮。 在我國,金融市場的不斷對外開放使得越來越多的外資銀行進入國內,于此同時非銀行金融機構也在不斷興起,這給依靠傳統(tǒng)利息收入獲取收益的國內商業(yè)銀行帶來了很大的競爭壓力。為了在激烈的市場競爭中占據有利地位,我國商業(yè)銀行開始認識到調整收入結構的重要性,試圖通過加大非利息業(yè)務的發(fā)展力度來改善績效。然而,提高非利息業(yè)務的比重能否改善銀行的績效,國內外學者對這一課題的研究并沒有得出一致的結論,還有很多問題值得進一步的探討。 首先,本文在以往研究的基礎上分別闡述了國內外對非利息收入概念的界定。在此基礎上本文從企業(yè)多元化、范圍經濟、金融創(chuàng)新三個角度分別說明了商業(yè)銀行通過拓展非利息業(yè)務來改善績效的理論基礎。接著,本文在分析我國非利息業(yè)務發(fā)展現狀的基礎上,比較了中西方國家非利息業(yè)務的發(fā)展差異。在實證研究部分,本文以中國106家銀行2001-2011年的數據為研究樣本,采用非線性面板平滑轉換回歸(PSTR)模型分別檢驗了非利息收入及手續(xù)費和傭金凈收入對銀行績效的影響,結果顯示非利息收入對銀行績效的貢獻拐點在21%左右,當非利息收入占比小于21.33%時,其占比的增加使得銀行績效得到提升,但是提升的速度逐漸遞減；當非利息收入占比大于21.33%時,非利息收入占比的增加不僅不能提升銀行績效,反而降低了銀行績效；手續(xù)費和傭金凈收入對銀行績效的貢獻拐點在25%左右,當手續(xù)費和傭金凈收入占比小于25.21%時,其占比的增加可以提高銀行績效,但邊際貢獻度在逐漸降低；當手續(xù)費和傭金凈收入占比大于25.21%時,其占比的增加卻伴隨著銀行績效的降低。在本章最后從非利息業(yè)務成本和收益的角度說明了造成非線性結果的原因。最后,本文總結了研究結論,并在此基礎上提出了有效改善我國商業(yè)銀行非利息業(yè)務的政策建議。針對非利息收入對銀行績效的非線性影響,一方面政府部門要加快利率市場化進程,另一方面商業(yè)銀行要拓展高附加值非利息業(yè)務,改善業(yè)務構成,同時要加強與非銀行金融機構戰(zhàn)略合作,實現共贏；針對手續(xù)費和傭金凈收入對銀行績效的非線性影響,商業(yè)銀行一方面要根據非利息業(yè)務開展的實際情況合理規(guī)劃非利息收入占比,另一方面完善人才培養(yǎng)戰(zhàn)略,打造高素質人才隊伍。 本文的創(chuàng)新點主要體現在以下兩個方面：一方面本文不僅論述了我國商業(yè)銀行非利息業(yè)務的發(fā)展現狀,而且總結了西方發(fā)達國家非利息業(yè)務的發(fā)展特點,在此基礎上論述了我國與西方國家非利息業(yè)務的發(fā)展差距；另一方面以往的研究主要是從理論角度定性分析非利息業(yè)務與銀行績效之間的非線性關系,而本文則通過建立非線性面板平滑轉換回歸(PSTR)模型定量檢驗了兩者之間的非線性關系,并從非利息業(yè)務成本和收益的角度說明了造成非線性結果的原因。
[Abstract]:The financial environment of western countries has changed greatly since the 1970s , the gradual relaxation of financial regulation , the wide application of financial technology and the increasing competition of the same industry have made the traditional interest income of commercial banks increasingly reduced and the survival pressure is increasing . In this environment , western commercial banks have gradually realized the importance of business transformation , and have stepped up the development of non - interest business , and set off the wave of developing non - interest business .

In China , the continuous opening of financial markets has enabled more and more foreign banks to enter the country . At the same time , non - bank financial institutions are rising . In order to occupy a favorable position in the fierce market competition , China ' s commercial banks have begun to realize the importance of adjusting the income structure and try to improve the performance by increasing the development of non - interest businesses . However , it is not unanimous conclusion that the research on this subject has not been reached by scholars at home and abroad .

Firstly , the definition of the concept of non - interest income at home and abroad is expounded on the basis of the previous research . Based on the analysis of the present situation of non - interest business in China , this paper compares the development of non - interest income and commission net income on the performance of banks by expanding non - interest business .
When the proportion of non - interest income accounts for more than 21.33 % , the increase of non - interest income will not only raise bank performance , but lower bank performance .
The contribution of fees and commission net income to bank performance is about 25 % . When the net income of commission and commission accounts for less than 25.21 % , it can raise bank performance , but marginal contribution is gradually decreasing .
At the end of this chapter , the paper summarizes the research conclusion and puts forward the policy suggestion to improve the non - interest business of commercial banks in our country . At last , the paper summarizes the research conclusion and puts forward the policy suggestion to improve the non - interest business of commercial banks in China . At last , the government should speed up the market process of interest rate , and on the other hand , the commercial banks should expand the non - interest business of high value added value and improve the structure of the business , meanwhile , we should strengthen the strategic cooperation with non - bank financial institutions , and realize win - win ;
In view of the non - linear effect of fees and net income on bank performance , commercial banks should reasonably plan non - interest income ratio according to the actual situation of non - interest business , and improve personnel training strategy and build a high - quality talent team .

The innovation point of this paper is mainly embodied in the following two aspects : On the one hand , this paper not only discusses the development of non - interest business of commercial banks in China , but also summarizes the development characteristics of non - interest business in developed countries . On the basis of this , the development gap between China and the non - interest business of western countries is discussed .
On the other hand , the previous research mainly analyzes the nonlinear relationship between non - interest business and bank performance from the perspective of theoretical angle , and this paper quantitatively tests the nonlinear relation between non - interest business and bank performance by establishing nonlinear panel smooth transition regression ( PSTR ) model , and explains the cause of non - linear result from the angle of non - interest business cost and income .

【學位授予單位】：東北財經大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.2

【參考文獻】

相關期刊論文 前10條

1 赫國勝;徐潔;;我國上市商業(yè)銀行非利息收入業(yè)務分析與對策[J];財經問題研究;2010年12期

2 王菁;周好文;;非利息收入負向收益貢獻度的實證解析——基于我國12家商業(yè)銀行的模型檢驗[J];當代經濟研究;2008年11期

3 魏成龍;劉建莉;;我國商業(yè)銀行的多元化經營分析[J];中國工業(yè)經濟;2007年12期

4 歐陽世偉;拓展我國商業(yè)銀行中間業(yè)務的若干思考[J];國際金融研究;2001年03期

5 王志軍;歐盟銀行業(yè)的非利息收入[J];國際金融研究;2004年07期

6 鄒江,張維然,徐迎紅;中外商業(yè)銀行收入結構比較研究[J];國際金融研究;2004年12期

7 劉孟飛;張曉嵐;張超;;我國商業(yè)銀行業(yè)務多元化、經營績效與風險相關性研究[J];國際金融研究;2012年08期

8 張曉艷;;中外商業(yè)銀行非利息收入分析與比較[J];金融管理與研究;2006年09期

9 閆彥明;中國商業(yè)銀行業(yè)多元化經營績效分析[J];上海經濟研究;2005年10期

10 張方杰,王浚浦;中國商業(yè)銀行經營多元化的實證研究[J];廣西經濟管理干部學院學報;2005年02期

相關博士學位論文 前1條

1 彭方平;STR模型及我國貨幣政策傳導非線性研究[D];華中科技大學;2007年

，

本文編號：1706045