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

The Relationship between Non-Interest Income and the Performance of the Bank——empirical analysis of 40 banks in China

本文基于Bankscope数据库2003-2007年间中国40家商业银行非利息收入与银行资产收益率数据研究银行非利息收入与银行绩效之间的关系。利用Robust标准误的固定效应和随机效应面板回归模型,发现非利息收入及其占银行营业收益份额逐年提高,其份额的提高与银行绩效之间存在负相关。将非利息收入细分后发现佣金及手续费收入份额的增加有利于提高银行绩效,但是投资收入份额则表现出相反的效应。

This paper investigates the relationship between non-interest income and performance of 40 banks in China during 2003-2007. The BankScope＇s data show that both the amount and the share of Non-interest revenue increase during 2003 and 2007. Robust Standard Errors for Fixed Effects and Random Effects Panel Data Regression support that the negative relationship between Non-interest revenue and performance, measured by Return on Average Assets. While the differ- ent type non-interest revenues have different effects on performance of bank. Fee and Commissions will improve the per- formance while Net Gain on Investments in Securities will reduce it.