[1]袁钰斐,韩振国.我国商业银行业务多元化对收益和风险的影响[J].金融教育研究,2012,(05):23-29.
　HAN Zhenguo,YUAN Yufei.Impact on Banks Profitability and Operation Risk of Diversification of Commercial Banking Business[J].,2012,(05):23-29.
点击复制

我国商业银行业务多元化对收益和风险的影响()
分享到：

《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2012年05期
页码:
23-29
栏目:
出版日期:
2012-10-31

文章信息/Info

Title:
Impact on Banks Profitability and Operation Risk of Diversification of Commercial Banking Business
作者:
袁钰斐;韩振国;
西南政法大学经济学院,重庆,401120
Author(s):
HAN Zhenguo;  YUAN Yufei
关键词:
业务多元化; 非利息收入; 银行收益; 银行风险
Keywords:
business diversification;  noninterest income;  bank profitability;  bank risk
分类号:
F831
文献标志码:
A
摘要:
不同于以往研究,文章将15家上市银行按照平均资产规模大小分成大规模银行、中等规模银行、小规模银行采用2000年-2011年的数据建立面板数据模型,分析我国商业银行非利息收入及其组成部分占营业收入比重的变化对银行收益和风险的影响。结果表明,非利息收入占比的提高对银行的收益有正效应,且这种效应在小规模银行中更为明显。非利息收入占比与银行风险的关系总体并不显著,但对大规模银行来说有一定的降低风险效应。手续费及佣金收入占比的提高会增加银行的收益并降低风险。
Abstract:
Different from previous research ,the article assigns 15 listed banks into large -scale banks, medium - scale banks, and small banks according to their average asset size. This paper investigates the effects of revenue diversification on the profitability and risk of the Chinese banking industry. Using the sample which consists of 15 listed banks during the year of 2000 -2011, we find that increased engagement in noninterest activities is associated with higher profitability without affecting the risk. And benefits from diversification can only be seized optimally by small banks. Higher Fee - based income is associated with higher profitability and lower risk.

参考文献/References:

[1]Baele,Lievan,Olivier de Jonghe,and Rudi Vander Vennet.,2007,Does the Stock Market Value Bank Diversification[J].Journal of Banking and Finance,31:1999-2023.
[2]Busch,R.,and Kick,T.2009.Income diversification in the German banking industry.Discussion Paper Series 2:Banking and Financial Studies No.9.
[3]Chiorazzo,V.,Milani,C.,and Salvini,F.2008 Income Diversification and Bank Performance:Evidence from Italian Banks.Journal of Financial Services Research,33:181-203.
[4]De Young,R.and Roland,K.2001 Product mix and earnings volatility at commercial banks:Evidence from a degree of total leverage model.Journal of Financial Intermediation,10:54-84.
[5]Deng S,Elyasiani,E,2008.Geographic diversification and BHC return and risk performance.Journal of Money,Credit and Banking 40,1217-1238.
[6]Iskandar-Datta,M.McLaughlin,R.,2007.Global diversification:New evidence from corporate operating performance.Corporate Ownership & Control 4,228-250.
[7]Laeven,L.,Levine,R.,2007.Is there a diversification discount in financial conglomerates? Journal of Financial Economics 85,331-367.
[8]Lepetit,L.2008.Bank income structure and risk:An empirical analysis of European banks.Journal of Banking & Finance,pp:1452-1467.
[9]盛 虎,王 冰.非利息收入对我国上市商业银行绩效的影响研究[J].财务与金融,2008(5):8-11.
[10]魏世杰,倪 旎.非利息收入与商业银行绩效关系研究—基于中国40家银行的经验[J].财经分析,2010(2):51-54.
[11]王 菁,周好文.非利息收入负向收益贡献度的实证解析—基于我国12家商业银行的模型检验[J].当代经济研究,2008(11):75-82.
[12]周开国,李 琳.我国商业银行收入结构多元化对银行风险的影响[J].国际金融研究,2011(5):57-65.
[13]张 羽,李 黎.非利息收入有助于降低银行风险吗?—基于中国银行业的数据[J].南开经济研究,2010(4):69-91.

更新日期/Last Update: 1900-01-01