收入多元化对我国商业银行风险承担影响的实证研究

论文总字数：23300字

摘 要

Abstract. 2

1、 引言 3

1.1 选题意义 3

1.2 研究内容及思路 3

1.2.1 研究内容 3

1.2.2 研究思路 4

1.3 本文可能的创新与不足 5

1.4 银行业发展背景 5

1.4.1 国外发展背景 5

1.4.2 国内发展背景 6

2、 文献综述 7

2.1 国外研究 7

2.2 国内研究 8

2.3 结语 9

3、理论分析 10

3.1 商业银行业务及收入结构 10

3.1.1 商业银行业务 10

3.1.2 商业银行收入 10

3.1.3 商业银行收入结构 11

3.2 银行风险 11

3.3 理论预期 11

4、 实证研究 12

4.1 变量、数据及研究模型 12

4.1.1 研究变量 12

4.1.2 样本与数据 13

4.1.3 研究模型 13

4.2 实证结果 13

4.3 实证分析 13

5、结论及建议 15

5.1 结论 15

5.1.1 非利息收入占比与银行风险呈负相关关系 15

5.2 启示 15

5.3 相关建议 15

致 谢 17

参考文献： 18

摘要

本文在银行业竞争日趋加强与利率市场化的背景下研究收入多元化对我国商业银行风险承担影响。论文利用14家中国的商业银行2006年到2014年的数据建立回归模型，进而分析非利息收入占总营业收入的比例和商业银行风险承担能力的关系。原本商业银行以增大贷款规模，通过利差收入的增加来增加自身的营业收入，而金融改革如利率市场化的实施，使其逐步向业务多元化的趋势转变。而金融危机作为一个契机，使得中国银行业竞争优势持续增大，存贷业务得到合理运营，但是对非利息业务并没有进行有效的管理和运营，因此研究多元化收入结构和风险的关系显得尤为重要。在目前的形势下，研究多元化收入结构和风险承担的内在联系，对中国银行业优化收入结构、增加风险抗压能力有着现实意义。

在本文中，首先对研究背景、目的和研究设计进行了简要的介绍；其次对银行多元化收入结构与风险承担的相关研究进行了梳理；随后针对银行多元化收入结构与银行风险承担的相关问题，构建理论框架和研究体系；其后建立关于多元化收入结构与银行风险承担的实证模型，并结合相关数据并运用stata分析软件进行实证分析；最后在实证研究结论的基础上提出了相关政策建议。

由结果可得，银行多元化收入与风险承担之间的关系并不显著，非利息收入占比的提高能分散一部分经营风险。由本文的实证结果可得，在商业银行收入转型的抉择中，本文基于银行风险控制提出了有益的建议。银行一方面拓展非利息收入业务,同时也要兼顾经营风险。风险控制尤为重要，因此，银行在拓展交易业务的同时,应把零售金融业务放在首要发展的位置,于此同时，银行需构建完整的风险控制体系,适当借助各种金融工具有效地规避风险。

关键词：多元化；风险承担；银行收入结构

The Empirical Research of Diversified Income and the Risk of Commercial Banks in Our Country

Abstract

This paper is focused on the study of the diversification of income on the risk of China's commercial banks to bear the impact in the background of banking industry competition is becoming more and more and the marketization of interest rate becoming higher. This paper uses the data of 14 Chinese commercial banks from 2006 to 2014 to establish a regression model, and then analyzes the relationship between non interest income and the proportion of total operating income and the ability of commercial banks to take risks. Originally commercial banks increase the size of the loan through the spread of income to increase its operating income, and financial reform, such as the implementation of the interest rate market, so that it is gradually diversified into the business trend. Also the financial crisis is an opportunity, the competition advantage of Chinese banking industry continues to increase, deposit and loan business to get reasonable operation, without non interest business and no effective management and operation. Therefore, the research on the relationship between diversification and risk income structure is particularly important. Under the current situation, it is of practical significance to study the inherent relationship between diversification income structure and risk taking, which is of practically significant for China's banking industry to optimize revenue structure and increase the risk of compression.

In this paper, first of all, it’s a brief overview of the related research on diversified income structure and risk taking. Secondly, issues related to bank diversification of income structure and bank risk are taken to construct theoretical framework and research system, followed by the establishment of a diversified income structure and bank risk taking the empirical model, and STATA analysis software is used for empirical analysis.

From the results, the relationship between bank diversification and risk taking is not significant, non interest income accounted for the proportion of the increase can share part of the operational risk. According to the empirical results, the paper puts forward some useful suggestions for the choice of the income transition of the commercial banks. On the one hand, banks plan to expand non-interest income business, but also have to take into account the operational risk. Risk control is particularly important, therefore, the bank in expanding the business transactions at the same time should be the retail banking business in the position of priority development, at the same time, and banks are required to build a complete risk control system, appropriate with various financial tools to circumvent the risk effectively.

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