银行业综合化经营研究

The Research on Comprehensive Operation of the Banking Sector

首先通过回顾国内外银行综合化经营的主要文献,然后构建了银行综合化经营的理论研究框架,并进一步对美国银行业综合化经营与总收益的关系做了OLS回归、协整、脉冲响应以及方差分解分析。研究发现:综合化指标、传统业务收益增幅、银行规模、资本结构均与总收益之间存在正相关关系,且存在长期均衡的关系;脉冲响应分析结果表明:在第1-9期、第18-24期,美国银行业综合化指标对银行业总收益的冲击为正,第10-17期,对银行业总收益的冲击为负;综合化指标对美国银行业总收益的贡献率最大,其次是银行规模,然后是传统业务收益增幅,资本结构的贡献率最小。

This article structures the theoretical framework about the comprehensive operation in banking sectors based on the essential literatures at home and abroad. At the same time, this article uses OLS Regression, cointegration, impulse response and variance decomposition analysis to find the relation between the comprehensive operation and the total revenue of the US Banking sector. There are the positive correlation and the long-run equilibrium relationship among comprehensive indexes , traditional bus-iness revenue growths, bank sizes, capital structures and total revenues. Besides, impulse response analysis shows that： In 1-9 and 18-24 periods, the impact of the comprehensive index to the total revenue in the US banking sector is positive, in 10-17 periods, the impact is negative. Therefore, the greatest contribution to the total revenue in the US banking sector is the comprehensive index, followed by the size of the bank and the traditional business revenue growth, and the minimum contribution rate is the ca-pital structure.