宏观经济因素与商业银行利润结构:基于面板数据的实证分析

Macroeconomic Factors and Profit Structure of Commercial Bank:Based on an Empirical Analysis of Panel Data

利用我国2000-2011年83家商业银行的面板数据,实证分析了宏观经济因素对商业银行利润结构的影响。研究结果表明:商业银行净利息收入、营业成本和利润总额具有亲周期性质,非利息收入具有逆周期性质;宏观经济因素对银行利润总额的冲击主要来自对净利息收入的冲击。

This paper analyzes the influence of macroeconomic factors on commercial bank profit structure, based on the panel data of 83 commercial banks from 2000 to 2001 in China. The re- sults show that the net interest income of commercial banks, operating costs and total profits have pro-cyclical nature,that non-interest income has the counter-cyclical nature, and that the impact of macroeconomic factors on the bank＇s total profits is mainly the impact on net interest income.