商业银行非利息收入的影响因素研究——基于非平稳面板协整模型的经验证据

The Influential Factors of Commercial Bank's Non-interest Income-Based on Empirical Evidence Drawn from Non-stationary Panel Co-integration Model

本文以上市商业银行为样本,实证检验了我国商业银行的非利息收入的影响因素,结果发现:影响商业银行非利息收入最显著的是银行间国债指数,商业银行非利息收入的债券价格弹性是-9.28%,商业银行非利息收入的货币供应弹性是6.13%,大型国有商业银行的非利息收入水平高于平均水平,总体来看,我国商业银行非利息收入波动小,没有出现突变。我国商业银行大力发展非利息收入业务应是未来的战略重点。

The paper takes listed commercial banks as samples to empirically examine influential factors of commercial bank＇s non-interest income.The results show that the most influential factor is the inter-bank bond index.The bond price elasticity of commercial bank＇s non-interest income is-9.28%.Second,the money supply elasticity of commercial bank＇s non-interest income is 6.13%.Large state-owned commercial bank＇s non-interest income is higher than the average.On the whole,there is small fluctuation and no mutation in China＇s commercial bank＇s non-interest income.In the future,China＇s commercial banks should promote the development of non-interest income business as strategic focus.