【摘要】：銀行業(yè)的發(fā)展一直都是人們關注的焦點,特別是近些年來,利率市場化改革初步完成導致商業(yè)銀行存貸利差減少、中國對外資商業(yè)銀行準入限制逐漸放開、金融“脫媒”現象逐漸顯現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,不得不加快金融產品創(chuàng)新,拓展非利息收入業(yè)務,實現利息收入業(yè)務與非利息收入業(yè)務均衡發(fā)展的經營收入結構轉型。文章首先對國內外相關研究成果歸納總結,接著闡述了商業(yè)銀行非利息收入業(yè)務與風險關系的理論基礎及理論分析。再從整體規(guī)模和內部結構兩個方面分析商業(yè)銀行非利息收入業(yè)務的發(fā)展現狀。在實證分析部分,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性和波動性進行分析,初步探討商業(yè)銀行非利息收入業(yè)務對銀行風險的影響;再利用單位根檢驗驗證變量的平穩(wěn)性,通過F值檢驗與Hausman檢驗選取合適的估計方法;隨之建立回歸模型對商業(yè)銀行非利息收入業(yè)務與銀行風險之間的關系進行實證分析;繼而對回歸結果進行穩(wěn)健性檢驗。最后根據商業(yè)銀行非利息收入的理論分析和實證分析得出結論,并提出政策建議。文章研究發(fā)現不同類別商業(yè)銀行非利息收入與利息收入之間相關性有差異,國有銀行相關性最弱,股份制商業(yè)銀行相關性最強;不同類別商業(yè)銀行非利息收入波動性不同,國有銀行非利息收入波動性最弱,城市商業(yè)銀行非利息收入波動性最強;我國國有銀行非利息收入業(yè)務的發(fā)展對風險沒有影響,而股份制商業(yè)銀行、城市商業(yè)銀行和農村商業(yè)銀行非利息收入占比增加會加劇風險;非利息收入業(yè)務不同構成對銀行風險影響不同,城市商業(yè)銀行手續(xù)費傭金收入占比增加對于銀行風險有分散作用,投資收益占比對銀行風險影響不顯著,而城市商業(yè)銀行其他非利息收入占比上升卻會增加風險。根據理論分析和實證研究結論,文章認為商業(yè)銀行仍然要深化金融產品創(chuàng)新以促進業(yè)務多元化發(fā)展;合理安排非利息收入業(yè)務比例;優(yōu)化非利息收入業(yè)務組成;非利息收入業(yè)務發(fā)展與商業(yè)銀行規(guī)模相匹配以及相關部門要加強對非利息收入業(yè)務的監(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.
【學位授予單位】：湘潭大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.33

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