摘要
基于2014-2020年中国62家城市商业银行数据,采用动态面板系统GMM方法实证考察了非利息收入、收入多元化与破产风险的关系。研究发现:非利息收入占比与破产风险Z值呈现倒U型非线性关系;收入多元化与破产风险Z值呈现显著正相关关系。在控制变量中,破产风险Z值与资产收益率、资产规模、存贷比及经济增长率显著正相关。以期推动城市商业银行降低破产概率、提升竞争力,为高级管理层和金融监管部门提供有价值的决策参考。
Based on the data of 62 urban commercial banks in China from 2014 to 2020,this paper empirically examines the relationship between non-interest income,income diversification and bankruptcy risk using the dynamic panel system GMM method.The results show that there is an inverse U-shaped nonlinear relationship between the proportion of non-interest income and Z-value of bankruptcy risk.There is a significant positive correlation between income diversification and Z-value of bankruptcy risk.Among the control variables,Z-value of bankruptcy risk is significantly positively correlated with return on assets,asset scale,loan-to-deposit ratio and economic growth rate.It is expected to promote the city commercial banks to reduce the probability of bankruptcy,enhance competitiveness,and provide valuable decision-making reference for senior management and financial supervision departments.
作者
李波
Li Bo(Party School of the Central Committee of C.P.C National Academy of Governance)
出处
《金融发展评论》
2024年第3期66-79,共14页
Financial Development Review
关键词
非利息收入
收入多元化
破产风险
系统GMM
Non Interest Income
Income Diversification
Bankruptcy Risk
System GMM