非利息收入占比与银行风险分散效应的关系研究——来自美国银行业的经验证据与启示

Study on the Relationship between Non-interest Income Ratio And Risk Diversification Effect: : Based on Empirical Evidence from Banks of America and Revelation

文章选用美国存款保险公司（FDIC）统计的5697家美国银行2006－2013年的年度数据，对非利息收入占比变化对风险分散效应的影响及其规律性进行了实证研究。研究发现，非利息收入占比与风险分散效应间整体上呈“先降后升再降”的“横向S型”特征，具有两个极值点，依次为17．1％和39．9％，即非利息收入占比为17．1％时风险分散效应最差，而效应最好时所对应的占比为39．9％。

This paper collected Federal Deposit Insurance Corp( FDIC) the annual data of 5697 USA banks from 2006 to 2013 in order to set up two-stage and three-stage regression models,which aimed to analyze the fluctuation of non-interest income ratio's impact on risk diversification effect and its regularity. As the result shows,the trend between the non-interest income and risk diversification effect featured a ' horizontal S-shape',that is to say, ' down first,up then,down last',with two extremum points: risk decentralization effect is to be the lowest at 17. 1%,and best at 39. 9%. The results of this study are beneficial for the domestic commercial banks which are trying to achieve a strategic transformation and diversification.