我国商业银行跨业经营保险的风险收益状况研究——基于模拟合并法视角

The Risks and Earnings of Chinese Commercial Banks' Cross-business in Insurance——Empirical Research Based on Simulated Merger Method

商业银行跨业经营保险在理论上具有规模经济效应、范围经济效应和协同效应,但也可能带来经营风险的增加。采取模拟合并法,利用2005～2009年的数据对我国商业银行跨业经营保险的风险收益状况进行实证分析,结果表明:银行跨业经营保险具有风险分散效果,且一定比例的产险业务对于银行跨业经营保险达到最佳效果是必需的,建议通过对保险业务资产比重进行限制来防止银行因追求收益而增加自身的风险。

Cross - business to carry on insurance for commercial banks has effects of scale, scope and synergy in economy, but may also lead to increased business risk. Using the data from 2005 to 2009 and the method of sim- ulated merger, this article analyzes the risks and earnings of China commercial banks＇ cross - business in insur- ance. The results show that ： commercial banks＇ cross - business in insurance has the effect of risk diversification, and a certain percentage of property and casualty to limit the proportion of assets of the insurance insurance business can achieve the best result. It is recommended business to prevent banks which ignore risks from seeking moreearnings.